+268.4%
HIG vs DOC
+20.3%
+248.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +2.1% | +4.3% | -2.2% | +0.3% |
| 30D | +6.7% | +9.2% | -2.4% | +2.9% |
| 3M | -1.9% | -0.8% | -1.1% | -1.8% |
| 6M | +5.3% | +7.1% | -1.8% | +1.9% |
| YTD | +1.3% | +34.0% | -32.6% | -12.3% |
| 1Y | +7.2% | +23.2% | -16.0% | -3.8% |
| 3Y | +96.6% | +53.6% | +43.0% | +54.8% |
| 5Y | +110.0% | -20.4% | +130.4% | +124.6% |
| 10Y | +268.4% | +23.4% | +245.0% | +231.8% |
| All | +268.4% | +20.3% | +248.1% | +231.8% |
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