+401.7%
HL vs DOC
+20.8%
+380.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.6% |
| 7D | +1.5% | -1.5% | +3.0% | +2.3% |
| 30D | +25.1% | -4.8% | +29.8% | +28.3% |
| 3M | +22.9% | +6.9% | +16.0% | +18.0% |
| 6M | -4.9% | +20.7% | -25.6% | -14.8% |
| YTD | +7.8% | +34.1% | -26.3% | -8.9% |
| 1Y | +133.9% | +22.6% | +111.2% | +105.6% |
| All | +401.7% | +20.8% | +380.9% | +338.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling