+51.2%
HAS vs DOC
-22.1%
+73.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | 0.0% | +6.2% | -6.3% | -2.6% |
| 30D | +31.3% | +6.5% | +24.9% | +27.8% |
| 3M | +32.1% | -6.2% | +38.4% | +35.4% |
| 6M | +28.1% | +25.6% | +2.5% | +14.2% |
| YTD | +49.1% | +32.1% | +17.0% | +29.0% |
| 1Y | +60.5% | +20.3% | +40.2% | +45.2% |
| 3Y | +183.9% | +42.7% | +141.1% | +130.2% |
| 5Y | +51.2% | -22.2% | +73.4% | +67.7% |
| All | +51.2% | -22.1% | +73.3% | +67.7% |
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