+248.1%
HPE vs DOCN
+70.4%
+177.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -15.9% | +4.0% | -8.7% |
| 7D | -25.0% | -29.3% | +4.3% | -19.6% |
| 30D | -37.3% | -46.0% | +8.7% | -29.4% |
| 3M | -16.8% | -43.2% | +26.4% | -7.6% |
| 6M | +47.8% | -53.7% | +101.5% | +69.4% |
| YTD | +86.0% | +46.9% | +39.1% | +73.4% |
| 1Y | +89.6% | +54.3% | +35.3% | +75.2% |
| 3Y | +198.2% | +185.5% | +12.7% | +147.6% |
| 5Y | +227.1% | -31.1% | +258.2% | +175.9% |
| All | +248.1% | +70.4% | +177.8% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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