+205.5%
HD vs DOC
-2.1%
+207.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -8.4% | -4.8% | -3.7% | -6.8% |
| 3M | +4.3% | +6.9% | -2.5% | +1.6% |
| 6M | -11.1% | +20.7% | -31.9% | -18.0% |
| YTD | -4.7% | +34.1% | -38.8% | -15.9% |
| 1Y | -19.8% | +22.6% | -42.5% | -26.9% |
| 3Y | +4.1% | +20.8% | -16.7% | -5.9% |
| 5Y | +10.3% | -24.9% | +35.2% | +18.2% |
| All | +205.5% | -2.1% | +207.6% | +194.7% |
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 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