+701.1%
HLT vs DOC
+21.1%
+680.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | +2.3% | +5.9% | -3.5% | +0.2% |
| 30D | +14.3% | +10.3% | +4.0% | +10.1% |
| 3M | +17.6% | -2.2% | +19.8% | +18.4% |
| 6M | +17.9% | +8.2% | +9.7% | +14.0% |
| YTD | +30.1% | +35.4% | -5.2% | +14.4% |
| 1Y | +36.8% | +23.6% | +13.2% | +24.5% |
| 3Y | +137.6% | +57.3% | +80.3% | +91.1% |
| 5Y | +154.9% | -19.6% | +174.5% | +168.3% |
| 10Y | +701.1% | +20.8% | +680.3% | +628.3% |
| All | +701.1% | +21.1% | +680.0% | +628.3% |
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