+296.9%
HPE vs DOCS
-19.3%
+316.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.4% | +4.6% |
| 7D | +0.3% | -4.2% | +4.5% | +0.8% |
| 30D | -28.6% | +8.6% | -37.2% | -29.2% |
| 3M | -7.4% | +27.2% | -34.6% | -9.8% |
| 6M | +63.7% | +26.5% | +37.2% | +57.4% |
| YTD | +111.7% | -25.0% | +136.7% | +115.8% |
| 1Y | +123.5% | -37.0% | +160.5% | +132.5% |
| 3Y | +238.7% | +39.4% | +199.3% | +218.6% |
| 5Y | +261.0% | -56.7% | +317.7% | +255.0% |
| All | +296.9% | -19.3% | +316.2% | +280.7% |
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