+66.4%
DOCN vs HST
+86.5%
-20.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.7% | -10.2% | -11.1% |
| 7D | -29.3% | -4.2% | -25.1% | -26.2% |
| 30D | -46.0% | +9.6% | -55.6% | -49.6% |
| 3M | -43.2% | -1.1% | -42.1% | -42.6% |
| 6M | -53.7% | +21.1% | -74.8% | -61.0% |
| YTD | +46.9% | +47.1% | -0.2% | +3.5% |
| 1Y | +54.3% | +64.0% | -9.7% | -1.7% |
| 3Y | +185.5% | +77.1% | +108.4% | +71.3% |
| 5Y | -31.1% | +71.8% | -102.9% | -58.8% |
| All | +66.4% | +86.5% | -20.1% | -3.0% |
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