-32.9%
DOCS vs HIG
+5.3%
-38.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +2.6% | +2.6% | -0.1% | +2.2% |
| 30D | +11.4% | +4.2% | +7.2% | +11.0% |
| 3M | +25.4% | +0.2% | +25.2% | +25.8% |
| 6M | +42.5% | +4.6% | +37.9% | +41.7% |
| YTD | -24.7% | +1.1% | -25.8% | -24.6% |
| 1Y | -32.9% | +4.7% | -37.6% | -34.6% |
| All | -32.9% | +5.3% | -38.2% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling