+198.6%
HPE vs DOCS
+50.6%
+148.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.3% | -7.5% | -11.4% |
| 7D | -25.0% | -1.3% | -23.6% | -24.9% |
| 30D | -37.3% | +19.4% | -56.7% | -38.4% |
| 3M | -16.8% | +53.4% | -70.2% | -20.8% |
| 6M | +47.8% | +28.8% | +19.1% | +42.4% |
| YTD | +86.0% | -25.1% | +111.1% | +93.3% |
| 1Y | +89.6% | -48.1% | +137.8% | +108.2% |
| All | +198.6% | +50.6% | +148.0% | +190.6% |
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