+11.3%
HPQ vs DOCS
-54.0%
+65.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.0% |
| 7D | -7.5% | -1.3% | -6.2% | -7.3% |
| 30D | -7.2% | +19.4% | -26.6% | -9.6% |
| 3M | +4.2% | +53.4% | -49.2% | -2.6% |
| 6M | +42.3% | +28.8% | +13.5% | +35.2% |
| YTD | +37.2% | -25.1% | +62.3% | +39.3% |
| 1Y | +16.1% | -48.1% | +64.3% | +23.5% |
| 3Y | +21.5% | +51.4% | -29.9% | +6.3% |
| 5Y | +11.3% | -51.1% | +62.4% | +7.5% |
| All | +11.3% | -54.0% | +65.2% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling