+48.4%
HAL vs DOC
-22.8%
+71.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.3% | -4.0% |
| 7D | -7.7% | +8.7% | -16.5% | -9.9% |
| 30D | +0.7% | +7.6% | -7.0% | -1.5% |
| 3M | +2.5% | -5.3% | +7.7% | +3.7% |
| 6M | -20.7% | +27.6% | -48.3% | -27.9% |
| YTD | +18.4% | +32.4% | -14.0% | +5.5% |
| 1Y | +25.6% | +22.9% | +2.7% | +15.1% |
| 3Y | -12.3% | +43.1% | -55.4% | -25.5% |
| 5Y | +48.4% | -21.4% | +69.8% | +65.3% |
| All | +48.4% | -22.8% | +71.2% | +65.3% |
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