+25.0%
HL vs DOC
+21.8%
+3.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.1% | +10.1% | +12.1% |
| 7D | +0.2% | +8.7% | -8.5% | -2.5% |
| 30D | -12.1% | +7.6% | -19.7% | -14.3% |
| 3M | -2.8% | -5.3% | +2.4% | -0.8% |
| 6M | -14.9% | +27.6% | -42.5% | -23.3% |
| YTD | -22.0% | +32.4% | -54.5% | -27.9% |
| 1Y | +25.0% | +22.9% | +2.2% | +17.5% |
| All | +25.0% | +21.8% | +3.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling