+105.3%
HAL vs DOC
-24.5%
+129.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +2.9% | -1.5% | +4.4% | +3.4% |
| 30D | +17.0% | -4.8% | +21.8% | +18.5% |
| 3M | -9.7% | +6.9% | -16.5% | -11.9% |
| 6M | +8.6% | +20.7% | -12.1% | +1.0% |
| YTD | +33.0% | +34.1% | -1.2% | +18.4% |
| 1Y | +68.3% | +22.6% | +45.7% | +54.7% |
| 3Y | +0.1% | +20.8% | -20.7% | -7.9% |
| All | +105.3% | -24.5% | +129.8% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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