+3,769.4%
HDB vs DOC
+446.9%
+3,322.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +0.4% | -1.5% | +1.9% | +1.1% |
| 30D | -2.8% | -4.8% | +2.0% | -0.6% |
| 3M | -3.5% | +6.9% | -10.4% | -6.8% |
| 6M | -24.7% | +20.7% | -45.5% | -31.9% |
| YTD | -36.6% | +34.1% | -70.7% | -45.7% |
| 1Y | -34.4% | +22.6% | -57.0% | -41.7% |
| 3Y | -24.4% | +20.8% | -45.2% | -34.6% |
| 5Y | -35.4% | -24.9% | -10.5% | -30.8% |
| 10Y | +39.5% | -1.8% | +41.4% | +17.7% |
| All | +3,769.4% | +446.9% | +3,322.5% | +1,960.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling