+28.3%
HD vs DOCS
+50.6%
-22.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.3% |
| 7D | +6.4% | -1.3% | +7.7% | +6.5% |
| 30D | +22.1% | +19.4% | +2.7% | +20.7% |
| 3M | -0.2% | +53.4% | -53.6% | -3.1% |
| 6M | +12.6% | +28.8% | -16.2% | +10.1% |
| YTD | +3.9% | -25.1% | +29.0% | +4.8% |
| 1Y | -3.7% | -48.1% | +44.4% | -0.6% |
| All | +28.3% | +50.6% | -22.3% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling