+66.4%
DOCN vs HAS
+52.9%
+13.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.7% | -14.2% | -14.9% |
| 7D | -29.3% | 0.0% | -29.3% | -29.3% |
| 30D | -46.0% | +31.3% | -77.4% | -54.3% |
| 3M | -43.2% | +32.1% | -75.3% | -52.5% |
| 6M | -53.7% | +28.1% | -81.9% | -61.2% |
| YTD | +46.9% | +49.1% | -2.2% | +9.3% |
| 1Y | +54.3% | +60.5% | -6.2% | +8.9% |
| 3Y | +185.5% | +183.9% | +1.7% | +29.7% |
| 5Y | -31.1% | +51.2% | -82.3% | -45.9% |
| All | +66.4% | +52.9% | +13.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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