+260.9%
HD vs DOC
+14.9%
+246.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +6.4% | +6.2% | +0.1% | +4.0% |
| 30D | +22.1% | +6.5% | +15.6% | +19.2% |
| 3M | -0.2% | -6.2% | +6.1% | +2.2% |
| 6M | +12.6% | +25.6% | -13.0% | +2.3% |
| YTD | +3.9% | +32.1% | -28.2% | -7.8% |
| 1Y | -3.7% | +20.3% | -24.0% | -11.5% |
| 3Y | +27.9% | +42.7% | -14.9% | +8.4% |
| 5Y | +7.8% | -22.2% | +30.0% | +14.2% |
| All | +260.9% | +14.9% | +246.0% | +231.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling