-71.7%
DOCU vs HIG
+104.7%
-176.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.5% |
| 7D | -5.5% | +1.1% | -6.6% | -6.1% |
| 30D | +12.6% | +5.6% | +7.1% | +9.5% |
| 3M | +36.4% | -6.9% | +43.3% | +41.1% |
| 6M | +66.8% | +1.3% | +65.5% | +64.7% |
| YTD | +13.5% | -1.5% | +14.9% | +13.1% |
| 1Y | +11.3% | +6.6% | +4.7% | +6.0% |
| 3Y | +92.1% | +91.2% | +0.9% | +19.6% |
| All | -71.7% | +104.7% | -176.4% | -84.2% |
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