+95.5%
DOCU vs HIG
+207.3%
-111.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | -3.4% | +2.1% | -5.5% | -3.7% |
| 30D | +9.3% | +6.7% | +2.5% | +8.0% |
| 3M | +30.2% | -1.9% | +32.2% | +30.6% |
| 6M | +62.1% | +5.3% | +56.8% | +60.5% |
| YTD | +13.5% | +1.3% | +12.2% | +13.0% |
| 1Y | +11.5% | +7.2% | +4.3% | +9.9% |
| 3Y | +89.5% | +96.6% | -7.1% | +69.3% |
| 5Y | -69.6% | +110.0% | -179.6% | -73.2% |
| All | +95.5% | +207.3% | -111.8% | +75.5% |
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