+8.7%
HPQ vs DOCS
-51.8%
+60.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -11.7% | +17.4% | -29.1% | -13.8% |
| 3M | +2.0% | +57.4% | -55.4% | -5.0% |
| 6M | +35.9% | +26.5% | +9.3% | +29.5% |
| YTD | +32.7% | -26.6% | +59.2% | +35.1% |
| 1Y | +14.3% | -48.1% | +62.3% | +21.5% |
| 3Y | +17.8% | +52.6% | -34.8% | +2.8% |
| All | +8.7% | -51.8% | +60.6% | +6.7% |
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