-31.1%
HDB vs DOC
+21.7%
-52.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +13.3% | +6.2% | +7.1% | +11.8% |
| 30D | +10.2% | +6.5% | +3.7% | +8.6% |
| 3M | +3.6% | -6.2% | +9.8% | +4.8% |
| 6M | -0.5% | +25.6% | -26.1% | -5.2% |
| YTD | -32.4% | +32.1% | -64.5% | -35.0% |
| 1Y | -31.1% | +20.3% | -51.4% | -33.0% |
| All | -31.1% | +21.7% | -52.8% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling