+138.7%
HLT vs DOC
+44.2%
+94.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.8% | +6.5% | -2.7% | +2.4% |
| 30D | +15.6% | +9.2% | +6.4% | +13.4% |
| 3M | +15.1% | -2.5% | +17.6% | +15.6% |
| 6M | +15.3% | +7.1% | +8.3% | +13.3% |
| YTD | +29.1% | +33.0% | -3.9% | +20.4% |
| 1Y | +39.9% | +23.3% | +16.7% | +32.8% |
| 3Y | +138.7% | +44.9% | +93.8% | +118.7% |
| All | +138.7% | +44.2% | +94.6% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling