+70.5%
DOCN vs HST
+86.4%
-15.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -19.2% | -2.7% | -16.5% | -16.8% |
| 30D | -43.1% | +10.7% | -53.8% | -47.3% |
| 3M | -40.7% | +6.3% | -47.0% | -43.4% |
| 6M | -55.0% | +19.0% | -74.0% | -61.5% |
| YTD | +50.6% | +47.0% | +3.6% | +6.1% |
| 1Y | +54.0% | +53.4% | +0.5% | +4.2% |
| 3Y | +203.9% | +78.0% | +125.9% | +81.5% |
| 5Y | -29.4% | +71.7% | -101.0% | -57.8% |
| All | +70.5% | +86.4% | -15.9% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling