+308.9%
HPE vs DOCN
+171.0%
+137.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.0% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | -2.3% | -9.6% | +7.3% | -0.6% |
| 3M | -2.9% | -37.7% | +34.8% | +4.8% |
| 6M | +143.6% | +115.2% | +28.4% | +111.6% |
| YTD | +118.5% | +133.7% | -15.2% | +86.4% |
| 1Y | +129.2% | +250.2% | -121.0% | +82.5% |
| 3Y | +212.5% | +320.3% | -107.8% | +138.8% |
| 5Y | +286.9% | +53.1% | +233.8% | +198.0% |
| All | +308.9% | +171.0% | +137.9% | +222.4% |
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