+39.3%
DOCS vs HST
+30.3%
+9.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +5.9% |
| 7D | +1.2% | +3.3% | -2.1% | +0.1% |
| 30D | +21.3% | +16.4% | +5.0% | +16.0% |
| 3M | +58.4% | +5.5% | +52.9% | +55.2% |
| 6M | +39.3% | +31.1% | +8.2% | +25.1% |
| All | +39.3% | +30.3% | +9.0% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling