+67.5%
HST vs DOC
+20.8%
+46.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -1.0% | -1.5% | +0.4% | -0.5% |
| 30D | -12.3% | -4.8% | -7.5% | -10.6% |
| 3M | -6.4% | +6.9% | -13.2% | -8.6% |
| 6M | +15.0% | +20.7% | -5.7% | +6.9% |
| YTD | +30.5% | +34.1% | -3.6% | +15.6% |
| 1Y | +35.7% | +22.6% | +13.0% | +24.5% |
| All | +67.5% | +20.8% | +46.8% | +53.7% |
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 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