+621.7%
HPE vs DOC
+4.8%
+616.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.8% |
| 7D | -0.6% | -1.5% | +0.9% | 0.0% |
| 30D | -2.3% | -4.8% | +2.5% | -0.6% |
| 3M | -2.9% | +6.9% | -9.7% | -5.8% |
| 6M | +143.6% | +20.7% | +122.8% | +123.7% |
| YTD | +118.5% | +34.1% | +84.4% | +92.1% |
| 1Y | +129.2% | +22.6% | +106.6% | +107.8% |
| 3Y | +212.5% | +20.8% | +191.7% | +179.0% |
| 5Y | +286.9% | -24.9% | +311.8% | +314.6% |
| 10Y | +432.3% | -1.8% | +434.2% | +392.1% |
| All | +621.7% | +4.8% | +616.9% | +505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling