+111.9%
DOCN vs HIG
+124.8%
-12.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +27.4% | -0.1% | +27.5% | +27.4% |
| 30D | -29.7% | +4.4% | -34.1% | -31.1% |
| 3M | -32.5% | 0.0% | -32.5% | -33.0% |
| 6M | -42.2% | +3.8% | -45.9% | -44.1% |
| YTD | +87.2% | +0.7% | +86.5% | +82.7% |
| 1Y | +86.2% | +5.0% | +81.2% | +77.2% |
| 3Y | +257.4% | +95.3% | +162.1% | +142.0% |
| 5Y | -27.4% | +110.8% | -138.2% | -54.6% |
| All | +111.9% | +124.8% | -12.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling