-4.6%
HD vs DOCN
+110.0%
-114.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.2% | +13.7% | +6.2% |
| 7D | +11.9% | -20.0% | +32.0% | +11.0% |
| 30D | +26.4% | -38.8% | +65.2% | +24.5% |
| 3M | +2.8% | -34.8% | +37.6% | +1.7% |
| 6M | +15.5% | -22.8% | +38.3% | +13.6% |
| YTD | +5.5% | +74.6% | -69.1% | +4.5% |
| 1Y | -4.6% | +116.4% | -121.0% | -4.3% |
| All | -4.6% | +110.0% | -114.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling