-51.1%
DOCS vs HST
+70.3%
-121.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.4% | -1.1% |
| 7D | -1.3% | -4.2% | +2.8% | +1.1% |
| 30D | +19.4% | +9.6% | +9.8% | +13.5% |
| 3M | +53.4% | -1.1% | +54.5% | +54.2% |
| 6M | +28.8% | +21.1% | +7.7% | +14.6% |
| YTD | -25.1% | +47.1% | -72.2% | -41.1% |
| 1Y | -48.1% | +64.0% | -112.2% | -62.2% |
| 3Y | +51.4% | +77.1% | -25.7% | +1.9% |
| 5Y | -51.1% | +71.8% | -122.9% | -68.0% |
| All | -51.1% | +70.3% | -121.4% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling