+28.5%
HD vs DOCS
-19.3%
+47.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -1.2% | -4.2% | +3.0% | -0.8% |
| 30D | +20.9% | +8.6% | +12.2% | +20.0% |
| 3M | -0.2% | +27.2% | -27.4% | -2.3% |
| 6M | +14.5% | +26.5% | -12.0% | +11.3% |
| YTD | +4.3% | -25.0% | +29.3% | +5.5% |
| 1Y | -3.5% | -37.0% | +33.5% | -0.9% |
| 3Y | +30.1% | +39.4% | -9.3% | +19.9% |
| 5Y | +8.5% | -56.7% | +65.2% | +3.2% |
| All | +28.5% | -19.3% | +47.8% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling