+78.1%
HST vs DOC
+43.2%
+34.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.6% |
| 7D | -4.2% | +6.2% | -10.4% | -6.2% |
| 30D | +9.6% | +6.5% | +3.1% | +7.0% |
| 3M | -1.1% | -6.2% | +5.1% | +1.2% |
| 6M | +21.1% | +25.6% | -4.5% | +10.8% |
| YTD | +47.1% | +32.1% | +15.0% | +31.1% |
| 1Y | +64.0% | +20.3% | +43.7% | +52.0% |
| All | +78.1% | +43.2% | +34.9% | +53.8% |
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