+3,324.5%
HAS vs DOC
+2,974.4%
+350.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -1.8% | -1.5% | -0.3% | -1.4% |
| 30D | +2.3% | -4.8% | +7.0% | +3.7% |
| 3M | +10.4% | +6.9% | +3.5% | +8.1% |
| 6M | -3.2% | +20.7% | -24.0% | -9.3% |
| YTD | +15.4% | +34.1% | -18.7% | +4.6% |
| 1Y | +18.8% | +22.6% | -3.8% | +10.5% |
| 3Y | +43.9% | +20.8% | +23.1% | +33.4% |
| 5Y | +13.9% | -24.9% | +38.8% | +20.7% |
| 10Y | +56.4% | -1.8% | +58.2% | +48.2% |
| All | +3,324.5% | +2,974.4% | +350.1% | +1,300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling