+206.9%
HLT vs DOCS
-19.3%
+226.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.2% | -1.0% |
| 7D | +0.1% | -4.2% | +4.3% | +0.5% |
| 30D | +15.1% | +8.6% | +6.4% | +14.3% |
| 3M | +19.8% | +27.2% | -7.4% | +17.2% |
| 6M | +19.6% | +26.5% | -6.9% | +16.0% |
| YTD | +31.4% | -25.0% | +56.4% | +33.4% |
| 1Y | +38.0% | -37.0% | +75.0% | +42.4% |
| 3Y | +134.7% | +39.4% | +95.3% | +116.1% |
| 5Y | +166.2% | -56.7% | +222.9% | +152.3% |
| All | +206.9% | -19.3% | +226.2% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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