+65.9%
HAL vs DOCN
+70.4%
-4.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.9% | +12.6% | -1.9% |
| 7D | -11.1% | -29.3% | +18.2% | -8.6% |
| 30D | -2.4% | -46.0% | +43.6% | +2.3% |
| 3M | +0.8% | -43.2% | +44.0% | +4.7% |
| 6M | -22.8% | -53.7% | +30.9% | -18.9% |
| YTD | +14.5% | +46.9% | -32.4% | +5.3% |
| 1Y | +20.2% | +54.3% | -34.2% | +9.9% |
| 3Y | -15.2% | +185.5% | -200.7% | -28.5% |
| 5Y | +42.5% | -31.1% | +73.6% | +25.8% |
| All | +65.9% | +70.4% | -4.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling