+224.9%
HLT vs DOCN
+91.6%
+133.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.6% |
| 7D | +4.4% | -12.1% | +16.5% | +5.7% |
| 30D | +16.3% | -41.0% | +57.3% | +23.0% |
| 3M | +22.2% | -38.7% | +60.9% | +27.6% |
| 6M | +20.0% | -51.5% | +71.5% | +27.8% |
| YTD | +32.4% | +65.3% | -32.9% | +14.3% |
| 1Y | +38.6% | +53.9% | -15.3% | +20.8% |
| 3Y | +136.4% | +215.6% | -79.1% | +75.4% |
| 5Y | +162.8% | -26.2% | +188.9% | +112.5% |
| All | +224.9% | +91.6% | +133.3% | +155.6% |
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