+155.8%
HLT vs DOCU
-78.0%
+233.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.6% |
| 7D | -3.3% | +6.9% | -10.2% | -4.4% |
| 30D | -4.1% | +19.0% | -23.1% | -7.1% |
| 3M | -7.9% | +34.3% | -42.2% | -13.0% |
| 6M | +2.2% | +48.0% | -45.9% | -5.7% |
| YTD | +8.5% | 0.0% | +8.5% | +7.0% |
| 1Y | +12.1% | -10.3% | +22.4% | +12.2% |
| 3Y | +107.6% | +32.4% | +75.2% | +86.1% |
| All | +155.8% | -78.0% | +233.7% | +151.6% |
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