-61.5%
DOCS vs HST
+38.1%
-99.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -2.8% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +21.8% | -12.3% | +34.1% | +24.7% |
| 3M | +27.3% | -6.4% | +33.7% | +28.9% |
| 6M | -0.3% | +15.0% | -15.3% | -3.4% |
| YTD | -40.5% | +30.5% | -71.0% | -42.8% |
| 1Y | -61.5% | +35.7% | -97.2% | -63.2% |
| All | -61.5% | +38.1% | -99.6% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling