-37.1%
DOCS vs HIG
+146.6%
-183.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +2.6% | +2.6% | -0.1% | +1.4% |
| 30D | +11.4% | +4.2% | +7.2% | +9.5% |
| 3M | +25.4% | +0.2% | +25.2% | +25.2% |
| 6M | +42.5% | +4.6% | +37.9% | +39.0% |
| YTD | -24.7% | +1.1% | -25.8% | -25.8% |
| 1Y | -32.9% | +4.7% | -37.6% | -34.9% |
| 3Y | +39.6% | +95.5% | -55.8% | -2.9% |
| 5Y | -54.6% | +111.7% | -166.3% | -70.3% |
| All | -37.1% | +146.6% | -183.7% | -61.7% |
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