+164.6%
DOCN vs HAS
+18.3%
+146.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +1.1% | -1.8% | +2.9% | +2.2% |
| 30D | -9.6% | +2.3% | -11.9% | -11.4% |
| 3M | -37.7% | +10.4% | -48.1% | -42.3% |
| 6M | +115.2% | -3.2% | +118.4% | +113.0% |
| YTD | +133.7% | +15.4% | +118.3% | +104.0% |
| 1Y | +250.2% | +18.8% | +231.4% | +198.9% |
| 3Y | +320.3% | +43.9% | +276.4% | +205.8% |
| 5Y | +53.1% | +13.9% | +39.2% | +41.5% |
| All | +164.6% | +18.3% | +146.3% | +145.6% |
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