-37.4%
DOCS vs HST
+79.1%
-116.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.4% | -1.2% |
| 7D | -1.3% | -4.2% | +2.8% | +1.0% |
| 30D | +19.4% | +9.6% | +9.8% | +13.8% |
| 3M | +53.4% | -1.1% | +54.5% | +54.2% |
| 6M | +28.8% | +21.1% | +7.7% | +15.3% |
| YTD | -25.1% | +47.1% | -72.2% | -40.3% |
| 1Y | -48.1% | +64.0% | -112.2% | -61.5% |
| 3Y | +51.4% | +77.1% | -25.7% | +4.5% |
| 5Y | -51.1% | +71.8% | -122.9% | -66.1% |
| All | -37.4% | +79.1% | -116.5% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling