+789.2%
HLT vs DOC
+24.2%
+764.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +3.8% | +6.5% | -2.7% | +1.6% |
| 30D | +15.6% | +9.2% | +6.4% | +12.1% |
| 3M | +15.1% | -2.5% | +17.6% | +15.9% |
| 6M | +15.3% | +7.1% | +8.3% | +12.2% |
| YTD | +29.1% | +33.0% | -3.9% | +15.5% |
| 1Y | +39.9% | +23.3% | +16.7% | +28.5% |
| 3Y | +138.7% | +44.9% | +93.8% | +102.0% |
| 5Y | +147.4% | -21.6% | +169.0% | +160.3% |
| 10Y | +733.6% | +17.4% | +716.2% | +654.3% |
| All | +789.2% | +24.2% | +764.9% | +753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling