+9.3%
HON vs DOCS
-51.8%
+61.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -8.3% | +57.4% | -65.7% | -11.1% |
| 6M | -2.4% | +26.5% | -29.0% | -4.5% |
| YTD | +9.0% | -26.6% | +35.6% | +10.1% |
| 1Y | +9.2% | -48.1% | +57.2% | +12.6% |
| 3Y | +26.3% | +52.6% | -26.3% | +18.3% |
| All | +9.3% | -51.8% | +61.1% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling