+65.7%
HAL vs DOCN
+88.7%
-23.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.9% | -0.6% |
| 7D | -7.9% | -12.8% | +4.9% | -6.9% |
| 30D | -2.1% | -41.9% | +39.9% | +2.1% |
| 3M | +0.4% | -36.9% | +37.4% | +3.4% |
| 6M | -19.2% | -52.2% | +33.0% | -15.3% |
| YTD | +14.4% | +62.7% | -48.4% | +4.3% |
| 1Y | +18.0% | +58.2% | -40.3% | +7.8% |
| 3Y | -9.7% | +219.5% | -229.2% | -24.6% |
| 5Y | +40.1% | -32.9% | +73.0% | +23.3% |
| All | +65.7% | +88.7% | -23.0% | +41.0% |
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