+161.1%
HST vs DOC
+19.9%
+141.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -0.4% |
| 7D | +3.3% | +8.7% | -5.4% | -1.3% |
| 30D | +16.4% | +7.6% | +8.7% | +11.5% |
| 3M | +5.5% | -5.3% | +10.7% | +8.4% |
| 6M | +31.1% | +27.6% | +3.5% | +12.7% |
| YTD | +55.9% | +32.4% | +23.5% | +30.3% |
| 1Y | +75.6% | +22.9% | +52.8% | +52.8% |
| 3Y | +87.8% | +43.1% | +44.7% | +45.2% |
| 5Y | +86.6% | -21.4% | +108.0% | +104.6% |
| 10Y | +161.1% | +16.8% | +144.3% | +123.3% |
| All | +161.1% | +19.9% | +141.2% | +123.3% |
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