+98.6%
DOCU vs HIG
+205.7%
-107.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -3.2% | +3.8% | -7.0% | -3.8% |
| 30D | +15.7% | +8.1% | +7.6% | +14.1% |
| 3M | +37.3% | -4.1% | +41.4% | +38.2% |
| 6M | +63.1% | +3.1% | +60.0% | +62.1% |
| YTD | +15.4% | +0.8% | +14.6% | +14.9% |
| 1Y | +11.3% | +8.8% | +2.5% | +9.4% |
| 3Y | +92.1% | +95.2% | -3.1% | +71.8% |
| 5Y | -70.5% | +110.8% | -181.3% | -74.0% |
| All | +98.6% | +205.7% | -107.1% | +78.5% |
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 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