+96.6%
HST vs DOC
-2.1%
+98.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.3% |
| 7D | -1.0% | -1.5% | +0.4% | -0.2% |
| 30D | -12.3% | -4.8% | -7.5% | -9.8% |
| 3M | -6.4% | +6.9% | -13.2% | -9.9% |
| 6M | +15.0% | +20.7% | -5.7% | +2.1% |
| YTD | +30.5% | +34.1% | -3.6% | +8.6% |
| 1Y | +35.7% | +22.6% | +13.0% | +18.3% |
| 3Y | +68.4% | +20.8% | +47.6% | +44.3% |
| 5Y | +73.1% | -24.9% | +98.0% | +95.4% |
| All | +96.6% | -2.1% | +98.6% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling