+787.2%
HLT vs DOC
+23.4%
+763.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +3.6% | +6.2% | -2.7% | +1.5% |
| 30D | +14.6% | +6.5% | +8.1% | +12.1% |
| 3M | +13.9% | -6.2% | +20.2% | +16.3% |
| 6M | +18.3% | +25.6% | -7.3% | +8.3% |
| YTD | +28.9% | +32.1% | -3.2% | +15.5% |
| 1Y | +40.0% | +20.3% | +19.8% | +29.7% |
| 3Y | +137.5% | +42.7% | +94.7% | +102.0% |
| 5Y | +146.8% | -22.2% | +169.0% | +160.3% |
| 10Y | +731.8% | +16.5% | +715.2% | +654.4% |
| All | +787.2% | +23.4% | +763.8% | +753.2% |
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