+72.2%
DOCU vs HIG
+208.6%
-136.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +19.0% | -3.2% | +22.2% | +19.6% |
| 3M | +34.3% | +9.1% | +25.1% | +32.2% |
| 6M | +48.0% | -1.8% | +49.8% | +48.2% |
| YTD | 0.0% | +1.8% | -1.8% | -0.5% |
| 1Y | -10.3% | +4.6% | -14.8% | -11.2% |
| 3Y | +32.4% | +101.6% | -69.2% | +17.8% |
| 5Y | -77.9% | +124.5% | -202.4% | -80.6% |
| All | +72.2% | +208.6% | -136.4% | +54.5% |
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