+5.4%
HON vs DOCS
-73.4%
+78.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.1% |
| 7D | -3.6% | -1.4% | -2.2% | -3.5% |
| 30D | -15.3% | +21.8% | -37.1% | -16.5% |
| 3M | -7.9% | +27.3% | -35.2% | -9.5% |
| 6M | -18.1% | -0.3% | -17.7% | -18.6% |
| YTD | +3.8% | -40.5% | +44.3% | +6.1% |
| 1Y | +0.5% | -61.5% | +62.0% | +5.3% |
| 3Y | +19.8% | +8.2% | +11.6% | +15.2% |
| All | +5.4% | -73.4% | +78.8% | +3.8% |
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