-37.3%
DOCS vs HST
+87.4%
-124.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.8% |
| 7D | -4.2% | -1.3% | -2.9% | -3.6% |
| 30D | +8.6% | +13.4% | -4.7% | +1.6% |
| 3M | +27.2% | +16.7% | +10.5% | +17.0% |
| 6M | +26.5% | +24.0% | +2.5% | +11.9% |
| YTD | -25.0% | +54.0% | -78.9% | -41.7% |
| 1Y | -37.0% | +55.0% | -92.0% | -51.3% |
| 3Y | +39.4% | +89.3% | -49.9% | -7.4% |
| 5Y | -56.7% | +85.4% | -142.1% | -70.9% |
| All | -37.3% | +87.4% | -124.7% | -60.1% |
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