+86.6%
HST vs DOC
-22.8%
+109.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -0.1% |
| 7D | +3.3% | +8.7% | -5.4% | -0.5% |
| 30D | +16.4% | +7.6% | +8.7% | +12.4% |
| 3M | +5.5% | -5.3% | +10.7% | +7.9% |
| 6M | +31.1% | +27.6% | +3.5% | +15.9% |
| YTD | +55.9% | +32.4% | +23.5% | +34.5% |
| 1Y | +75.6% | +22.9% | +52.8% | +57.0% |
| 3Y | +87.8% | +43.1% | +44.7% | +50.8% |
| 5Y | +86.6% | -21.4% | +108.0% | +112.8% |
| All | +86.6% | -22.8% | +109.4% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling