+255.0%
HIG vs DOC
+21.2%
+233.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +4.2% | +7.7% | -3.6% | +1.0% |
| 3M | +0.2% | -2.0% | +2.2% | +0.8% |
| 6M | +4.6% | +5.9% | -1.3% | +1.7% |
| YTD | +1.1% | +31.8% | -30.7% | -11.9% |
| 1Y | +4.7% | +22.5% | -17.8% | -5.8% |
| 3Y | +95.5% | +54.7% | +40.7% | +53.2% |
| 5Y | +111.7% | -21.3% | +133.0% | +127.3% |
| All | +255.0% | +21.2% | +233.8% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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