+66.4%
DOCN vs HIG
+125.1%
-58.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.7% | -15.1% | -15.6% |
| 7D | -29.3% | +3.8% | -33.1% | -30.2% |
| 30D | -46.0% | +8.1% | -54.2% | -47.8% |
| 3M | -43.2% | -4.1% | -39.1% | -42.6% |
| 6M | -53.7% | +3.1% | -56.8% | -55.1% |
| YTD | +46.9% | +0.8% | +46.1% | +43.4% |
| 1Y | +54.3% | +8.8% | +45.5% | +44.2% |
| 3Y | +185.5% | +95.2% | +90.3% | +93.6% |
| 5Y | -31.1% | +110.8% | -141.9% | -56.9% |
| All | +66.4% | +125.1% | -58.7% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling