+162.7%
HLT vs DOCN
+219.7%
-57.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.2% |
| 7D | -1.5% | +26.5% | -28.0% | -4.5% |
| 30D | -1.2% | +2.3% | -3.5% | -2.0% |
| 3M | -10.3% | -21.2% | +10.8% | -8.7% |
| 6M | +1.3% | +130.6% | -129.4% | -13.8% |
| YTD | +7.0% | +175.7% | -168.7% | -12.1% |
| 1Y | +11.9% | +286.6% | -274.7% | -13.9% |
| 3Y | +100.7% | +394.1% | -293.5% | +42.2% |
| 5Y | +147.5% | +92.1% | +55.5% | +88.1% |
| All | +162.7% | +219.7% | -57.0% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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