+71.7%
HL vs DOCS
-19.4%
+91.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -17.5% | +8.7% | -26.2% | -18.3% |
| 3M | -26.2% | +32.9% | -59.1% | -28.9% |
| 6M | -35.1% | +25.5% | -60.6% | -37.7% |
| YTD | -30.4% | -25.0% | -5.4% | -29.0% |
| 1Y | -14.0% | -34.9% | +20.9% | -10.8% |
| 3Y | +256.3% | +39.3% | +217.0% | +218.9% |
| 5Y | +112.5% | -54.8% | +167.3% | +99.9% |
| All | +71.7% | -19.4% | +91.1% | +55.2% |
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