+953.5%
HIG vs DOC
+780.9%
+172.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.8% | +6.2% | -2.4% | 0.0% |
| 30D | +8.1% | +6.5% | +1.7% | +4.0% |
| 3M | -4.1% | -6.2% | +2.1% | -0.7% |
| 6M | +3.1% | +25.6% | -22.5% | -12.4% |
| YTD | +0.8% | +32.1% | -31.3% | -17.8% |
| 1Y | +8.8% | +20.3% | -11.5% | -6.2% |
| 3Y | +95.2% | +42.7% | +52.5% | +44.2% |
| 5Y | +110.8% | -22.2% | +133.0% | +122.1% |
| 10Y | +292.6% | +16.5% | +276.0% | +185.9% |
| All | +953.5% | +780.9% | +172.5% | +203.4% |
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