+165.5%
HPQ vs DOC
+15.7%
+149.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | -1.1% | +6.5% | -7.6% | -3.5% |
| 30D | -11.7% | +9.2% | -20.9% | -14.7% |
| 3M | +2.0% | -2.5% | +4.5% | +2.8% |
| 6M | +35.9% | +7.1% | +28.8% | +31.7% |
| YTD | +32.7% | +33.0% | -0.3% | +16.3% |
| 1Y | +14.3% | +23.3% | -9.0% | +3.3% |
| 3Y | +17.8% | +44.9% | -27.1% | -2.2% |
| 5Y | +7.6% | -21.6% | +29.2% | +14.2% |
| All | +165.5% | +15.7% | +149.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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