+18.5%
HPQ vs DOCN
+74.7%
-56.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.7% |
| 7D | -1.1% | -19.2% | +18.0% | +1.5% |
| 30D | -11.7% | -43.1% | +31.3% | -5.4% |
| 3M | +2.0% | -40.7% | +42.7% | +7.5% |
| 6M | +35.9% | -55.0% | +90.8% | +47.6% |
| YTD | +32.7% | +50.6% | -18.0% | +14.8% |
| 1Y | +14.3% | +54.0% | -39.7% | -1.7% |
| 3Y | +17.8% | +203.9% | -186.1% | -13.0% |
| 5Y | +7.6% | -29.4% | +36.9% | -13.6% |
| All | +18.5% | +74.7% | -56.1% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling