+227.4%
HPE vs DOCS
+55.4%
+172.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.1% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -35.3% | +7.8% | -43.1% | -35.7% |
| 3M | -10.4% | +20.0% | -30.4% | -12.2% |
| 6M | +52.5% | +26.5% | +26.0% | +47.2% |
| YTD | +100.3% | -25.8% | +126.1% | +108.3% |
| 1Y | +106.4% | -39.5% | +145.8% | +121.3% |
| 3Y | +227.4% | +60.3% | +167.1% | +218.8% |
| All | +227.4% | +55.4% | +172.0% | +218.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling