-43.2%
DOCN vs HST
-0.2%
-43.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.7% | -10.2% | -10.8% |
| 7D | -29.3% | -4.2% | -25.1% | -25.6% |
| 30D | -46.0% | +9.6% | -55.6% | -46.0% |
| 3M | -43.2% | -1.1% | -42.1% | -43.7% |
| All | -43.2% | -0.2% | -43.0% | -43.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling