-19.8%
HD vs DOCS
-60.9%
+41.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.1% |
| 7D | -2.1% | -1.4% | -0.6% | -2.0% |
| 30D | -8.4% | +21.8% | -30.2% | -9.3% |
| 3M | +4.3% | +27.3% | -23.0% | +3.1% |
| 6M | -11.1% | -0.3% | -10.8% | -11.8% |
| YTD | -4.7% | -40.5% | +35.8% | -4.2% |
| 1Y | -19.8% | -61.5% | +41.7% | -18.5% |
| All | -19.8% | -60.9% | +41.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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