-51.1%
DOCS vs HIG
+108.7%
-159.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -1.3% | +3.8% | -5.1% | -2.7% |
| 30D | +19.4% | +8.1% | +11.3% | +15.8% |
| 3M | +53.4% | -4.1% | +57.5% | +55.8% |
| 6M | +28.8% | +3.1% | +25.6% | +26.5% |
| YTD | -25.1% | +0.8% | -25.9% | -25.9% |
| 1Y | -48.1% | +8.8% | -57.0% | -50.5% |
| 3Y | +51.4% | +95.2% | -43.8% | +7.5% |
| 5Y | -51.1% | +110.8% | -161.9% | -67.3% |
| All | -51.1% | +108.7% | -159.8% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling