-26.9%
HDB vs DOC
-22.8%
-4.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.4% | +4.7% |
| 7D | +12.9% | +8.7% | +4.2% | +10.4% |
| 30D | +10.0% | +7.6% | +2.4% | +7.9% |
| 3M | +1.8% | -5.3% | +7.1% | +3.2% |
| 6M | -2.1% | +27.6% | -29.7% | -8.8% |
| YTD | -33.4% | +32.4% | -65.8% | -38.8% |
| 1Y | -32.9% | +22.9% | -55.7% | -37.0% |
| 3Y | -13.9% | +43.1% | -57.0% | -25.2% |
| 5Y | -26.9% | -21.4% | -5.5% | -17.5% |
| All | -26.9% | -22.8% | -4.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling