+18.4%
HON vs DOCS
-20.2%
+38.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +4.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +10.2% | +7.8% | +2.5% | +9.8% |
| 3M | -6.7% | +20.0% | -26.7% | -7.7% |
| 6M | +3.3% | +26.5% | -23.2% | +1.4% |
| YTD | +13.4% | -25.8% | +39.2% | +14.3% |
| 1Y | +14.7% | -39.5% | +54.2% | +16.8% |
| 3Y | +33.4% | +60.3% | -26.9% | +26.3% |
| 5Y | +12.7% | -57.0% | +69.8% | +10.5% |
| All | +18.4% | -20.2% | +38.6% | +14.8% |
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