+55.7%
HAS vs DOC
-22.8%
+78.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +1.7% |
| 7D | +2.4% | +8.7% | -6.3% | -1.2% |
| 30D | +31.6% | +7.6% | +24.0% | +27.4% |
| 3M | +33.9% | -5.3% | +39.1% | +36.6% |
| 6M | +31.4% | +27.6% | +3.8% | +16.2% |
| YTD | +51.6% | +32.4% | +19.2% | +31.0% |
| 1Y | +65.2% | +22.9% | +42.3% | +47.9% |
| 3Y | +188.7% | +43.1% | +145.6% | +133.8% |
| 5Y | +55.7% | -21.4% | +77.1% | +72.2% |
| All | +55.7% | -22.8% | +78.5% | +72.2% |
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