-50.3%
DOCS vs HIG
+148.2%
-198.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +21.8% | -3.2% | +25.0% | +23.4% |
| 3M | +27.3% | +9.1% | +18.1% | +22.3% |
| 6M | -0.3% | -1.8% | +1.4% | -0.1% |
| YTD | -40.5% | +1.8% | -42.3% | -41.4% |
| 1Y | -61.5% | +4.6% | -66.1% | -62.7% |
| 3Y | +8.2% | +101.6% | -93.5% | -26.0% |
| 5Y | -73.4% | +124.5% | -197.9% | -83.3% |
| All | -50.3% | +148.2% | -198.4% | -69.8% |
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