+146.5%
HL vs DOC
-22.1%
+168.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | 0.0% | +6.2% | -6.2% | -3.2% |
| 30D | -15.5% | +6.5% | -22.0% | -18.6% |
| 3M | -12.6% | -6.2% | -6.4% | -9.5% |
| 6M | -15.2% | +25.6% | -40.8% | -27.1% |
| YTD | -24.7% | +32.1% | -56.7% | -37.3% |
| 1Y | +19.4% | +20.3% | -0.9% | +5.0% |
| 3Y | +236.8% | +42.7% | +194.1% | +156.7% |
| 5Y | +146.5% | -22.2% | +168.7% | +182.1% |
| All | +146.5% | -22.1% | +168.6% | +182.1% |
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