+70.5%
DOCN vs HIG
+120.0%
-49.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.3% |
| 7D | -19.2% | +1.1% | -20.2% | -19.5% |
| 30D | -43.1% | +5.6% | -48.6% | -44.5% |
| 3M | -40.7% | -6.9% | -33.8% | -39.5% |
| 6M | -55.0% | +1.3% | -56.3% | -56.1% |
| YTD | +50.6% | -1.5% | +52.1% | +48.1% |
| 1Y | +54.0% | +6.6% | +47.3% | +44.8% |
| 3Y | +203.9% | +91.2% | +112.7% | +107.3% |
| 5Y | -29.4% | +106.1% | -135.4% | -55.5% |
| All | +70.5% | +120.0% | -49.4% | +9.5% |
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