+129.2%
HPE vs DOC
+23.9%
+105.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.6% |
| 7D | -0.6% | -1.5% | +0.9% | -0.7% |
| 30D | -2.3% | -4.8% | +2.5% | -2.6% |
| 3M | -2.9% | +6.9% | -9.7% | -3.3% |
| 6M | +143.6% | +20.7% | +122.8% | +141.1% |
| YTD | +118.5% | +34.1% | +84.4% | +115.3% |
| 1Y | +129.2% | +22.6% | +106.6% | +124.1% |
| All | +129.2% | +23.9% | +105.3% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling