+153.1%
HL vs DOCN
+110.0%
+43.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.6% | -10.8% | -2.7% |
| 7D | -5.6% | +3.7% | -9.3% | -6.4% |
| 30D | -16.2% | -33.7% | +17.5% | -11.1% |
| 3M | -20.5% | -27.9% | +7.4% | -17.4% |
| 6M | -31.7% | -46.4% | +14.8% | -26.2% |
| YTD | -26.4% | +81.1% | -107.5% | -36.8% |
| 1Y | -4.3% | +74.3% | -78.6% | -17.4% |
| 3Y | +276.9% | +245.8% | +31.0% | +180.1% |
| 5Y | +124.1% | -23.7% | +147.8% | +81.2% |
| All | +153.1% | +110.0% | +43.1% | +102.3% |
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