+3,961.4%
HDB vs DOC
+439.8%
+3,521.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.4% | +4.1% |
| 7D | +12.9% | +8.7% | +4.2% | +8.6% |
| 30D | +10.0% | +7.6% | +2.4% | +6.3% |
| 3M | +1.8% | -5.3% | +7.1% | +4.2% |
| 6M | -2.1% | +27.6% | -29.7% | -13.8% |
| YTD | -33.4% | +32.4% | -65.8% | -42.7% |
| 1Y | -32.9% | +22.9% | -55.7% | -40.2% |
| 3Y | -13.9% | +43.1% | -57.0% | -31.2% |
| 5Y | -26.9% | -21.4% | -5.5% | -23.5% |
| 10Y | +54.1% | +16.8% | +37.3% | +18.7% |
| All | +3,961.4% | +439.8% | +3,521.6% | +2,072.8% |
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