+39.2%
HD vs DOCN
+102.5%
-63.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.2% | +13.7% | +7.1% |
| 7D | +11.9% | -20.0% | +32.0% | +13.8% |
| 30D | +26.4% | -38.8% | +65.2% | +31.1% |
| 3M | +2.8% | -34.8% | +37.6% | +5.4% |
| 6M | +15.5% | -22.8% | +38.3% | +14.2% |
| YTD | +5.5% | +74.6% | -69.1% | -6.4% |
| 1Y | -4.6% | +116.4% | -121.0% | -18.0% |
| 3Y | +29.9% | +239.3% | -209.5% | +1.3% |
| 5Y | +8.4% | -20.2% | +28.6% | -9.3% |
| All | +39.2% | +102.5% | -63.2% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling