+60.1%
DOCN vs HST
+74.0%
-13.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +1.1% | -1.0% | +2.2% | +1.9% |
| 30D | -9.6% | -12.3% | +2.6% | +1.0% |
| 3M | -37.7% | -6.4% | -31.3% | -35.0% |
| 6M | +115.2% | +15.0% | +100.2% | +84.7% |
| YTD | +133.7% | +30.5% | +103.2% | +76.4% |
| 1Y | +250.2% | +35.7% | +214.5% | +153.6% |
| 3Y | +320.3% | +68.4% | +251.9% | +147.2% |
| All | +60.1% | +74.0% | -13.9% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling