+146.5%
HL vs DOCS
-54.0%
+200.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.7% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -15.5% | +19.4% | -34.9% | -17.5% |
| 3M | -12.6% | +53.4% | -66.0% | -18.3% |
| 6M | -15.2% | +28.8% | -44.0% | -19.3% |
| YTD | -24.7% | -25.1% | +0.4% | -22.9% |
| 1Y | +19.4% | -48.1% | +67.6% | +28.4% |
| 3Y | +236.8% | +51.4% | +185.4% | +189.5% |
| 5Y | +146.5% | -51.1% | +197.6% | +127.5% |
| All | +146.5% | -54.0% | +200.5% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling