-69.4%
DOCU vs HIG
+110.6%
-180.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | +4.1% | +2.6% | +1.5% | +2.7% |
| 30D | +7.4% | +4.2% | +3.2% | +5.0% |
| 3M | +26.0% | +0.2% | +25.8% | +25.5% |
| 6M | +79.2% | +4.6% | +74.6% | +73.9% |
| YTD | +18.1% | +1.1% | +17.0% | +16.1% |
| 1Y | +20.5% | +4.7% | +15.8% | +16.1% |
| 3Y | +96.4% | +95.5% | +0.9% | +20.1% |
| All | -69.4% | +110.6% | -180.0% | -82.9% |
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