+227.1%
HPE vs DOCS
-54.0%
+281.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -38.6% |
| 3M | -16.8% | +53.4% | -70.2% | -21.6% |
| 6M | +47.8% | +28.8% | +19.1% | +41.0% |
| YTD | +86.0% | -25.1% | +111.1% | +90.5% |
| 1Y | +89.6% | -48.1% | +137.8% | +104.3% |
| 3Y | +198.2% | +51.4% | +146.8% | +172.5% |
| 5Y | +227.1% | -51.1% | +278.2% | +223.0% |
| All | +227.1% | -54.0% | +281.1% | +223.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling