-35.7%
HDB vs DOC
-24.5%
-11.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | -2.8% | -4.8% | +2.0% | -1.6% |
| 3M | -3.5% | +6.9% | -10.4% | -5.4% |
| 6M | -24.7% | +20.7% | -45.5% | -28.8% |
| YTD | -36.6% | +34.1% | -70.7% | -41.8% |
| 1Y | -34.4% | +22.6% | -57.0% | -38.5% |
| 3Y | -24.4% | +20.8% | -45.2% | -29.9% |
| All | -35.7% | -24.5% | -11.2% | -27.7% |
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