+149.4%
HL vs DOC
-21.4%
+170.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +8.9% | +6.5% | +2.5% | +5.3% |
| 30D | -10.1% | +9.2% | -19.2% | -14.7% |
| 3M | -7.0% | -2.5% | -4.5% | -5.9% |
| 6M | -18.8% | +7.1% | -25.8% | -22.6% |
| YTD | -23.1% | +33.0% | -56.1% | -36.3% |
| 1Y | +8.9% | +23.3% | -14.4% | -5.5% |
| 3Y | +255.0% | +44.9% | +210.1% | +168.0% |
| All | +149.4% | -21.4% | +170.8% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling