+253.6%
HPE vs DOCS
-21.0%
+274.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.6% |
| 7D | -18.7% | -0.8% | -18.0% | -18.7% |
| 30D | -37.9% | +17.4% | -55.3% | -38.9% |
| 3M | -14.4% | +57.4% | -71.8% | -18.9% |
| 6M | +48.2% | +26.5% | +21.7% | +42.4% |
| YTD | +88.6% | -26.6% | +115.2% | +92.7% |
| 1Y | +94.8% | -48.1% | +142.8% | +107.2% |
| 3Y | +202.7% | +52.6% | +150.1% | +181.7% |
| 5Y | +231.6% | -52.1% | +283.7% | +225.6% |
| All | +253.6% | -21.0% | +274.6% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling