+228.6%
HPE vs DOCU
+107.7%
+120.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.0% | -9.9% | -11.6% |
| 7D | -25.0% | -3.2% | -21.8% | -24.6% |
| 30D | -37.3% | +15.7% | -53.0% | -38.7% |
| 3M | -16.8% | +37.3% | -54.1% | -21.1% |
| 6M | +47.8% | +63.1% | -15.3% | +35.7% |
| YTD | +86.0% | +15.4% | +70.7% | +78.9% |
| 1Y | +89.6% | +11.3% | +78.3% | +83.2% |
| 3Y | +198.2% | +92.1% | +106.1% | +167.4% |
| 5Y | +227.1% | -70.5% | +297.6% | +231.0% |
| All | +228.6% | +107.7% | +120.9% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 all: compounded portfolio wealth divided by compounded DOCU 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…
all analysis · Full analysis span regression · 6 months rolling