+97.7%
DOCN vs HST
+97.7%
0.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.4% | -8.2% |
| 7D | -20.0% | +3.3% | -23.4% | -22.2% |
| 30D | -38.8% | +16.4% | -55.1% | -46.0% |
| 3M | -34.8% | +5.5% | -40.3% | -38.0% |
| 6M | -22.8% | +31.1% | -53.9% | -39.3% |
| YTD | +74.6% | +55.9% | +18.7% | +16.4% |
| 1Y | +116.4% | +75.6% | +40.8% | +29.5% |
| 3Y | +239.3% | +87.8% | +151.6% | +92.6% |
| 5Y | -20.2% | +86.6% | -106.9% | -55.0% |
| All | +97.7% | +97.7% | 0.0% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling