+961.3%
HIG vs DOC
+783.1%
+178.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +0.5% |
| 7D | +6.2% | +8.7% | -2.5% | +0.9% |
| 30D | +9.4% | +7.6% | +1.8% | +4.5% |
| 3M | -2.3% | -5.3% | +2.9% | +0.5% |
| 6M | +4.2% | +27.6% | -23.4% | -12.4% |
| YTD | +1.6% | +32.4% | -30.8% | -17.4% |
| 1Y | +9.9% | +22.9% | -13.0% | -6.5% |
| 3Y | +96.6% | +43.1% | +53.6% | +45.1% |
| 5Y | +112.1% | -21.4% | +133.5% | +121.9% |
| 10Y | +295.5% | +16.8% | +278.7% | +187.6% |
| All | +961.3% | +783.1% | +178.2% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling