+11.3%
HPQ vs DOC
-22.1%
+33.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.5% | +6.2% | -13.7% | -9.5% |
| 30D | -7.2% | +6.5% | -13.7% | -9.4% |
| 3M | +4.2% | -6.2% | +10.5% | +6.5% |
| 6M | +42.3% | +25.6% | +16.7% | +29.2% |
| YTD | +37.2% | +32.1% | +5.2% | +20.9% |
| 1Y | +16.1% | +20.3% | -4.1% | +6.6% |
| 3Y | +21.5% | +42.7% | -21.3% | +0.7% |
| 5Y | +11.3% | -22.2% | +33.4% | +26.2% |
| All | +11.3% | -22.1% | +33.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling