+131.6%
HD vs DOCU
+107.7%
+23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.3% |
| 7D | +6.4% | -3.2% | +9.6% | +6.9% |
| 30D | +22.1% | +15.7% | +6.4% | +19.6% |
| 3M | -0.2% | +37.3% | -37.5% | -4.8% |
| 6M | +12.6% | +63.1% | -50.5% | +4.2% |
| YTD | +3.9% | +15.4% | -11.5% | +0.5% |
| 1Y | -3.7% | +11.3% | -15.1% | -6.6% |
| 3Y | +27.9% | +92.1% | -64.2% | +11.0% |
| 5Y | +7.8% | -70.5% | +78.3% | +12.0% |
| All | +131.6% | +107.7% | +23.9% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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