+10.8%
HD vs DOCN
+54.1%
-43.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | -8.4% | -9.6% | +1.2% | -7.8% |
| 3M | +4.3% | -37.7% | +42.0% | +8.4% |
| 6M | -11.1% | +115.2% | -126.3% | -21.9% |
| YTD | -4.7% | +133.7% | -138.4% | -17.6% |
| 1Y | -19.8% | +250.2% | -270.0% | -35.0% |
| 3Y | +4.1% | +320.3% | -316.2% | -21.3% |
| All | +10.8% | +54.1% | -43.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling