+33.3%
HPQ vs DOCS
-36.0%
+69.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.6% |
| 7D | +6.9% | -1.4% | +8.4% | +7.1% |
| 30D | +14.4% | +21.8% | -7.4% | +11.3% |
| 3M | +25.6% | +27.3% | -1.7% | +21.4% |
| 6M | +75.0% | -0.3% | +75.4% | +72.9% |
| YTD | +50.7% | -40.5% | +91.2% | +56.8% |
| 1Y | +18.7% | -61.5% | +80.2% | +29.2% |
| 3Y | +21.5% | +8.2% | +13.4% | +14.8% |
| 5Y | +31.6% | -73.4% | +105.0% | +29.4% |
| All | +33.3% | -36.0% | +69.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling