+95.6%
HIG vs DOC
+43.2%
+52.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.8% | +6.2% | -2.4% | +2.6% |
| 30D | +8.1% | +6.5% | +1.7% | +6.8% |
| 3M | -4.1% | -6.2% | +2.1% | -3.1% |
| 6M | +3.1% | +25.6% | -22.5% | -1.3% |
| YTD | +0.8% | +32.1% | -31.3% | -5.1% |
| 1Y | +8.8% | +20.3% | -11.5% | +4.8% |
| All | +95.6% | +43.2% | +52.5% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling