+8.4%
HD vs DOCU
-71.6%
+80.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.4% | +6.5% |
| 7D | +11.9% | -3.7% | +15.6% | +12.5% |
| 30D | +26.4% | +15.0% | +11.5% | +24.0% |
| 3M | +2.8% | +39.9% | -37.1% | -2.1% |
| 6M | +15.5% | +66.2% | -50.7% | +6.8% |
| YTD | +5.5% | +17.7% | -12.2% | +2.0% |
| 1Y | -4.6% | +13.7% | -18.3% | -7.5% |
| 3Y | +29.9% | +95.9% | -66.0% | +12.3% |
| 5Y | +8.4% | -71.7% | +80.1% | +2.0% |
| All | +8.4% | -71.6% | +80.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling