+59.1%
HL vs DOC
+2,974.4%
-2,915.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.7% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | +25.1% | -4.8% | +29.8% | +27.8% |
| 3M | +22.9% | +6.9% | +16.0% | +19.0% |
| 6M | -4.9% | +20.7% | -25.6% | -12.9% |
| YTD | +7.8% | +34.1% | -26.3% | -5.5% |
| 1Y | +133.9% | +22.6% | +111.2% | +111.7% |
| 3Y | +380.9% | +20.8% | +360.1% | +335.9% |
| 5Y | +230.2% | -24.9% | +255.1% | +263.4% |
| 10Y | +265.6% | -1.8% | +267.4% | +241.1% |
| All | +59.1% | +2,974.4% | -2,915.3% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling