-35.7%
HDB vs DOCU
-78.0%
+42.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.8% |
| 7D | +0.4% | +6.9% | -6.5% | -0.3% |
| 30D | -2.8% | +19.0% | -21.8% | -4.8% |
| 3M | -3.5% | +34.3% | -37.8% | -7.0% |
| 6M | -24.7% | +48.0% | -72.7% | -28.5% |
| YTD | -36.6% | 0.0% | -36.6% | -37.1% |
| 1Y | -34.4% | -10.3% | -24.1% | -34.3% |
| 3Y | -24.4% | +32.4% | -56.8% | -30.6% |
| All | -35.7% | -78.0% | +42.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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