+721.9%
HLT vs DOC
+15.7%
+706.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +3.8% | +6.5% | -2.7% | +1.4% |
| 30D | +15.6% | +9.2% | +6.4% | +11.8% |
| 3M | +15.1% | -2.5% | +17.6% | +16.0% |
| 6M | +15.3% | +7.1% | +8.3% | +11.9% |
| YTD | +29.1% | +33.0% | -3.9% | +14.3% |
| 1Y | +39.9% | +23.3% | +16.7% | +27.5% |
| 3Y | +138.7% | +44.9% | +93.8% | +98.4% |
| 5Y | +147.4% | -21.6% | +169.0% | +162.9% |
| All | +721.9% | +15.7% | +706.2% | +662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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