+164.7%
HLT vs DOC
-21.4%
+186.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | +13.7% | +7.7% | +6.0% | +11.2% |
| 3M | +16.3% | -2.0% | +18.4% | +16.9% |
| 6M | +19.9% | +5.9% | +14.1% | +17.4% |
| YTD | +30.1% | +31.8% | -1.8% | +18.2% |
| 1Y | +38.5% | +22.5% | +16.0% | +28.9% |
| 3Y | +131.0% | +54.7% | +76.3% | +92.2% |
| All | +164.7% | -21.4% | +186.1% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling