+134.8%
HL vs DOCN
+108.0%
+26.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.2% |
| 7D | -11.1% | +19.1% | -30.2% | -13.7% |
| 30D | -12.1% | -21.0% | +8.9% | -9.3% |
| 3M | -26.1% | -34.7% | +8.6% | -22.0% |
| 6M | -37.7% | -45.8% | +8.0% | -32.9% |
| YTD | -31.7% | +79.4% | -111.1% | -41.3% |
| 1Y | -11.6% | +91.0% | -102.7% | -25.0% |
| 3Y | +249.6% | +237.5% | +12.2% | +160.8% |
| 5Y | +108.5% | -30.4% | +138.9% | +69.0% |
| All | +134.8% | +108.0% | +26.8% | +87.9% |
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