+8.9%
HPQ vs DOCN
-30.4%
+39.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +0.5% | -12.1% | +12.7% | +2.0% |
| 30D | -5.9% | -41.0% | +35.1% | +0.7% |
| 3M | -3.7% | -38.7% | +35.0% | +1.3% |
| 6M | +28.1% | -51.5% | +79.6% | +38.2% |
| YTD | +32.5% | +65.3% | -32.8% | +11.8% |
| 1Y | +18.1% | +53.9% | -35.8% | +0.8% |
| 3Y | +16.4% | +215.6% | -199.1% | -16.7% |
| 5Y | +8.9% | -26.2% | +35.0% | -15.1% |
| All | +8.9% | -30.4% | +39.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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