+156.1%
HL vs DOCN
+91.6%
+64.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -8.8% | -7.5% |
| 7D | +8.2% | -12.1% | +20.3% | +10.0% |
| 30D | -16.3% | -41.0% | +24.7% | -9.5% |
| 3M | -18.6% | -38.7% | +20.1% | -13.1% |
| 6M | -23.2% | -51.5% | +28.3% | -15.7% |
| YTD | -25.5% | +65.3% | -90.7% | -35.0% |
| 1Y | -4.8% | +53.9% | -58.7% | -16.1% |
| 3Y | +281.4% | +215.6% | +65.8% | +187.9% |
| 5Y | +137.8% | -26.2% | +164.0% | +95.1% |
| All | +156.1% | +91.6% | +64.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling