+98.2%
HL vs DOCS
-20.2%
+118.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.4% |
| 7D | +13.8% | 0.0% | +13.8% | +13.9% |
| 30D | -9.7% | +7.8% | -17.5% | -10.5% |
| 3M | -8.5% | +20.0% | -28.5% | -10.8% |
| 6M | -17.2% | +26.5% | -43.7% | -20.6% |
| YTD | -19.6% | -25.8% | +6.1% | -18.0% |
| 1Y | +11.1% | -39.5% | +50.6% | +16.2% |
| 3Y | +299.7% | +60.3% | +239.4% | +250.8% |
| 5Y | +156.5% | -57.0% | +213.5% | +142.0% |
| All | +98.2% | -20.2% | +118.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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