+227.1%
HPE vs DOC
-22.1%
+249.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.8% |
| 7D | -25.0% | +6.2% | -31.2% | -26.2% |
| 30D | -37.3% | +6.5% | -43.8% | -38.5% |
| 3M | -16.8% | -6.2% | -10.6% | -15.5% |
| 6M | +47.8% | +25.6% | +22.2% | +35.4% |
| YTD | +86.0% | +32.1% | +54.0% | +66.3% |
| 1Y | +89.6% | +20.3% | +69.3% | +75.2% |
| 3Y | +198.2% | +42.7% | +155.5% | +149.3% |
| 5Y | +227.1% | -22.2% | +249.3% | +271.3% |
| All | +227.1% | -22.1% | +249.2% | +271.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling