-73.2%
DOCS vs HST
+74.0%
-147.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -2.9% |
| 7D | -1.4% | -1.0% | -0.4% | -0.9% |
| 30D | +21.8% | -12.3% | +34.1% | +30.4% |
| 3M | +27.3% | -6.4% | +33.7% | +31.2% |
| 6M | -0.3% | +15.0% | -15.3% | -8.9% |
| YTD | -40.5% | +30.5% | -71.0% | -49.6% |
| 1Y | -61.5% | +35.7% | -97.2% | -68.4% |
| 3Y | +8.2% | +68.4% | -60.2% | -24.4% |
| All | -73.2% | +74.0% | -147.2% | -80.3% |
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