+720.3%
HLT vs DOC
+20.3%
+700.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.1% |
| 7D | +4.4% | +4.3% | 0.0% | +2.7% |
| 30D | +16.3% | +9.2% | +7.1% | +12.5% |
| 3M | +22.2% | -0.8% | +23.0% | +22.3% |
| 6M | +20.0% | +7.1% | +12.9% | +16.4% |
| YTD | +32.4% | +34.0% | -1.6% | +16.8% |
| 1Y | +38.6% | +23.2% | +15.4% | +26.3% |
| 3Y | +136.4% | +53.6% | +82.8% | +91.9% |
| 5Y | +162.8% | -20.4% | +183.2% | +177.7% |
| 10Y | +720.3% | +23.4% | +696.9% | +642.4% |
| All | +720.3% | +20.3% | +700.0% | +642.4% |
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