-33.4%
HUT vs DOC
-22.8%
-10.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.1% | -26.3% | -25.5% |
| 7D | -29.5% | +8.7% | -38.3% | -34.5% |
| 30D | -45.2% | +7.6% | -52.8% | -49.0% |
| 3M | -51.6% | -5.3% | -46.4% | -50.4% |
| 6M | -37.3% | +27.6% | -64.9% | -50.1% |
| YTD | +6.5% | +32.4% | -25.9% | -17.9% |
| 1Y | +1.7% | +22.9% | -21.1% | -17.3% |
| 3Y | +314.7% | +43.1% | +271.7% | +184.5% |
| 5Y | -33.4% | -21.4% | -12.0% | -22.4% |
| All | -33.4% | -22.8% | -10.6% | -22.4% |
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