+13.8%
HON vs DOCS
-21.0%
+34.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.1% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +5.7% | +17.4% | -11.7% | +4.8% |
| 3M | -8.3% | +57.4% | -65.7% | -10.8% |
| 6M | -2.4% | +26.5% | -29.0% | -4.2% |
| YTD | +9.0% | -26.6% | +35.6% | +9.9% |
| 1Y | +9.2% | -48.1% | +57.2% | +12.1% |
| 3Y | +26.3% | +52.6% | -26.3% | +19.9% |
| 5Y | +9.1% | -52.1% | +61.2% | +6.8% |
| All | +13.8% | -21.0% | +34.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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