+6.3%
HDB vs DOCU
+80.0%
-73.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | -3.5% | +34.3% | -37.8% | -6.7% |
| 6M | -24.7% | +48.0% | -72.7% | -28.2% |
| YTD | -36.6% | 0.0% | -36.6% | -37.1% |
| 1Y | -34.4% | -10.3% | -24.1% | -34.4% |
| 3Y | -24.4% | +32.4% | -56.8% | -29.6% |
| 5Y | -35.4% | -77.9% | +42.6% | -32.4% |
| All | +6.3% | +80.0% | -73.8% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling