+963.3%
HIG vs DOC
+794.8%
+168.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.1% |
| 7D | +0.3% | -1.5% | +1.8% | +1.2% |
| 30D | -3.2% | -4.8% | +1.5% | -0.5% |
| 3M | +9.1% | +6.9% | +2.3% | +4.4% |
| 6M | -1.8% | +20.7% | -22.5% | -14.6% |
| YTD | +1.8% | +34.1% | -32.4% | -17.6% |
| 1Y | +4.6% | +22.6% | -18.1% | -11.0% |
| 3Y | +101.6% | +20.8% | +80.8% | +64.8% |
| 5Y | +124.5% | -24.9% | +149.4% | +142.4% |
| 10Y | +317.8% | -1.8% | +319.6% | +241.5% |
| All | +963.3% | +794.8% | +168.5% | +204.2% |
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