-25.7%
HDB vs DOC
-22.1%
-3.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +13.3% | +6.2% | +7.1% | +11.5% |
| 30D | +10.2% | +6.5% | +3.7% | +8.3% |
| 3M | +3.6% | -6.2% | +9.8% | +5.3% |
| 6M | -0.5% | +25.6% | -26.1% | -7.0% |
| YTD | -32.4% | +32.1% | -64.5% | -37.8% |
| 1Y | -31.1% | +20.3% | -51.4% | -34.9% |
| 3Y | -12.6% | +42.7% | -55.4% | -24.1% |
| 5Y | -25.7% | -22.2% | -3.5% | -15.7% |
| All | -25.7% | -22.1% | -3.6% | -15.7% |
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