+22.6%
HPQ vs DOCN
+70.4%
-47.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.9% | +14.2% | +0.5% |
| 7D | -7.5% | -29.3% | +21.8% | -3.2% |
| 30D | -7.2% | -46.0% | +38.8% | +0.1% |
| 3M | +4.2% | -43.2% | +47.4% | +10.6% |
| 6M | +42.3% | -53.7% | +96.0% | +53.8% |
| YTD | +37.2% | +46.9% | -9.7% | +19.2% |
| 1Y | +16.1% | +54.3% | -38.2% | -0.3% |
| 3Y | +21.5% | +185.5% | -164.1% | -9.5% |
| 5Y | +11.3% | -31.1% | +42.4% | -10.3% |
| All | +22.6% | +70.4% | -47.8% | -5.1% |
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 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