-38.7%
DOCS vs HIG
+140.3%
-179.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.1% |
| 7D | -0.8% | +1.1% | -1.8% | -1.1% |
| 30D | +17.4% | +5.6% | +11.8% | +14.8% |
| 3M | +57.4% | -6.9% | +64.2% | +61.9% |
| 6M | +26.5% | +1.3% | +25.3% | +25.2% |
| YTD | -26.6% | -1.5% | -25.1% | -26.8% |
| 1Y | -48.1% | +6.6% | -54.7% | -50.1% |
| 3Y | +52.6% | +91.2% | -38.6% | +7.1% |
| 5Y | -52.1% | +106.1% | -158.2% | -68.2% |
| All | -38.7% | +140.3% | -179.0% | -62.2% |
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