+153.4%
HLT vs DOCS
-36.0%
+189.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -3.3% | -1.4% | -1.9% | -3.2% |
| 30D | -4.1% | +21.8% | -25.9% | -6.1% |
| 3M | -7.9% | +27.3% | -35.2% | -10.4% |
| 6M | +2.2% | -0.3% | +2.5% | +1.1% |
| YTD | +8.5% | -40.5% | +49.0% | +12.4% |
| 1Y | +12.1% | -61.5% | +73.7% | +20.8% |
| 3Y | +107.6% | +8.2% | +99.4% | +95.1% |
| 5Y | +156.4% | -73.4% | +229.8% | +147.9% |
| All | +153.4% | -36.0% | +189.4% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling