+10.8%
HD vs DOCU
-78.0%
+88.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.4% |
| 7D | -2.1% | +6.9% | -8.9% | -3.0% |
| 30D | -8.4% | +19.0% | -27.4% | -10.7% |
| 3M | +4.3% | +34.3% | -30.0% | -0.2% |
| 6M | -11.1% | +48.0% | -59.1% | -16.6% |
| YTD | -4.7% | 0.0% | -4.7% | -5.7% |
| 1Y | -19.8% | -10.3% | -9.5% | -19.7% |
| 3Y | +4.1% | +32.4% | -28.3% | -4.7% |
| All | +10.8% | -78.0% | +88.8% | +10.2% |
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