+53.6%
HYG vs DOC
+21.1%
+32.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | +0.8% | +5.9% | -5.0% | -0.1% |
| 30D | +0.4% | +10.3% | -9.9% | -1.2% |
| 3M | -1.7% | -2.2% | +0.5% | -1.4% |
| 6M | -0.9% | +8.2% | -9.1% | -2.3% |
| YTD | +0.5% | +35.4% | -34.9% | -4.7% |
| 1Y | +1.8% | +23.6% | -21.8% | -2.1% |
| 3Y | +24.9% | +57.3% | -32.4% | +14.1% |
| 5Y | +17.2% | -19.6% | +36.8% | +18.8% |
| 10Y | +53.6% | +20.8% | +32.8% | +42.7% |
| All | +53.6% | +21.1% | +32.5% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling