+137.7%
HST vs DOC
+14.9%
+122.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.5% |
| 7D | -4.2% | +6.2% | -10.4% | -7.3% |
| 30D | +9.6% | +6.5% | +3.1% | +5.6% |
| 3M | -1.1% | -6.2% | +5.1% | +2.2% |
| 6M | +21.1% | +25.6% | -4.5% | +5.0% |
| YTD | +47.1% | +32.1% | +15.0% | +23.1% |
| 1Y | +64.0% | +20.3% | +43.7% | +44.5% |
| 3Y | +77.1% | +42.7% | +34.4% | +37.2% |
| 5Y | +71.8% | -22.2% | +93.9% | +89.3% |
| All | +137.7% | +14.9% | +122.8% | +106.2% |
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