+62.8%
DOCS vs HST
+87.8%
-25.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +5.8% |
| 7D | +1.2% | +3.3% | -2.1% | -0.2% |
| 30D | +21.3% | +16.4% | +5.0% | +13.7% |
| 3M | +58.4% | +5.5% | +52.9% | +54.7% |
| 6M | +39.3% | +31.1% | +8.2% | +23.1% |
| YTD | -21.7% | +55.9% | -77.6% | -36.6% |
| 1Y | -47.3% | +75.6% | -122.9% | -60.2% |
| All | +62.8% | +87.8% | -25.0% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling