+164.6%
DOCN vs HST
+65.5%
+99.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -37.7% | -6.4% | -31.3% | -35.2% |
| 6M | +115.2% | +15.0% | +100.2% | +87.1% |
| YTD | +133.7% | +30.5% | +103.2% | +80.6% |
| 1Y | +250.2% | +35.7% | +214.5% | +160.6% |
| 3Y | +320.3% | +68.4% | +251.9% | +161.2% |
| 5Y | +53.1% | +73.1% | -20.0% | -1.8% |
| All | +164.6% | +65.5% | +99.2% | +69.2% |
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