+30.0%
HD vs DOCS
-15.8%
+45.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.3% | +0.2% | +6.0% |
| 7D | +11.9% | +1.2% | +10.7% | +11.8% |
| 30D | +26.4% | +21.3% | +5.1% | +24.4% |
| 3M | +2.8% | +58.4% | -55.6% | -1.5% |
| 6M | +15.5% | +39.3% | -23.8% | +11.3% |
| YTD | +5.5% | -21.7% | +27.2% | +6.4% |
| 1Y | -4.6% | -47.3% | +42.7% | -0.6% |
| 3Y | +29.9% | +58.2% | -28.3% | +18.1% |
| 5Y | +8.4% | -52.3% | +60.7% | +2.7% |
| All | +30.0% | -15.8% | +45.8% | +21.6% |
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