+88.8%
HST vs DOC
+43.5%
+45.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.2% |
| 7D | +3.3% | +8.7% | -5.4% | +0.3% |
| 30D | +16.4% | +7.6% | +8.7% | +13.2% |
| 3M | +5.5% | -5.3% | +10.7% | +7.5% |
| 6M | +31.1% | +27.6% | +3.5% | +19.2% |
| YTD | +55.9% | +32.4% | +23.5% | +38.8% |
| 1Y | +75.6% | +22.9% | +52.8% | +61.2% |
| All | +88.8% | +43.5% | +45.3% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling