+116.4%
HPE vs DOC
+21.8%
+94.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.1% | -8.8% | -5.2% |
| 7D | -17.0% | +8.7% | -25.7% | -15.9% |
| 30D | -26.7% | +7.6% | -34.4% | -25.8% |
| 3M | -4.1% | -5.3% | +1.1% | -4.1% |
| 6M | +75.4% | +27.6% | +47.8% | +76.3% |
| YTD | +111.0% | +32.4% | +78.6% | +114.7% |
| 1Y | +116.4% | +22.9% | +93.6% | +118.2% |
| All | +116.4% | +21.8% | +94.6% | +118.2% |
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