+101.7%
DOCU vs HIG
+205.9%
-104.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.3% |
| 7D | -0.4% | -0.7% | +0.2% | -0.3% |
| 30D | +12.9% | +5.4% | +7.6% | +11.9% |
| 3M | +35.1% | -0.9% | +36.0% | +35.2% |
| 6M | +76.2% | +4.8% | +71.4% | +74.6% |
| YTD | +17.2% | +0.9% | +16.3% | +16.7% |
| 1Y | +16.4% | +6.5% | +10.0% | +14.9% |
| 3Y | +95.6% | +95.7% | -0.2% | +74.9% |
| 5Y | -68.5% | +107.1% | -175.6% | -72.2% |
| All | +101.7% | +205.9% | -104.2% | +81.3% |
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 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