+250.2%
DOCN vs HST
+38.1%
+212.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.1% | -1.0% | +2.2% | +1.6% |
| 30D | -9.6% | -12.3% | +2.6% | -4.4% |
| 3M | -37.7% | -6.4% | -31.3% | -36.7% |
| 6M | +115.2% | +15.0% | +100.2% | +92.2% |
| YTD | +133.7% | +30.5% | +103.2% | +90.8% |
| 1Y | +250.2% | +35.7% | +214.5% | +173.4% |
| All | +250.2% | +38.1% | +212.1% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling