+21.9%
HPQ vs DOCS
+50.6%
-28.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.1% |
| 7D | -7.5% | -1.3% | -6.2% | -7.3% |
| 30D | -7.2% | +19.4% | -26.6% | -9.3% |
| 3M | +4.2% | +53.4% | -49.2% | -1.7% |
| 6M | +42.3% | +28.8% | +13.5% | +35.9% |
| YTD | +37.2% | -25.1% | +62.3% | +37.5% |
| 1Y | +16.1% | -48.1% | +64.3% | +20.3% |
| All | +21.9% | +50.6% | -28.7% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling