+16.5%
HPQ vs DOCS
-20.2%
+36.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -6.5% | +7.8% | -14.2% | -7.3% |
| 3M | -5.1% | +20.0% | -25.0% | -7.3% |
| 6M | +27.3% | +26.5% | +0.8% | +22.3% |
| YTD | +31.7% | -25.8% | +57.5% | +33.3% |
| 1Y | +13.0% | -39.5% | +52.4% | +16.8% |
| 3Y | +18.3% | +60.3% | -42.0% | +6.6% |
| 5Y | +7.4% | -57.0% | +64.4% | +1.9% |
| All | +16.5% | -20.2% | +36.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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