+232.1%
HPE vs DOC
-21.4%
+253.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -18.7% | +6.5% | -25.2% | -20.1% |
| 30D | -37.9% | +9.2% | -47.1% | -39.5% |
| 3M | -14.4% | -2.5% | -11.9% | -14.0% |
| 6M | +48.2% | +7.1% | +41.1% | +43.8% |
| YTD | +88.6% | +33.0% | +55.6% | +68.3% |
| 1Y | +94.8% | +23.3% | +71.5% | +78.5% |
| 3Y | +202.7% | +44.9% | +157.8% | +151.6% |
| All | +232.1% | -21.4% | +253.5% | +273.8% |
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