+1,609.3%
HST vs DOC
+2,934.4%
-1,325.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -1.0% |
| 7D | +3.3% | +8.7% | -5.4% | -2.8% |
| 30D | +16.4% | +7.6% | +8.7% | +9.9% |
| 3M | +5.5% | -5.3% | +10.7% | +9.2% |
| 6M | +31.1% | +27.6% | +3.5% | +6.8% |
| YTD | +55.9% | +32.4% | +23.5% | +22.4% |
| 1Y | +75.6% | +22.9% | +52.8% | +45.2% |
| 3Y | +87.8% | +43.1% | +44.7% | +33.0% |
| 5Y | +86.6% | -21.4% | +108.0% | +101.7% |
| 10Y | +161.1% | +16.8% | +144.3% | +86.2% |
| All | +1,609.3% | +2,934.4% | -1,325.1% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling