+55.0%
HYG vs DOC
+20.3%
+34.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.3% | +4.3% | -4.1% | -0.4% |
| 30D | -0.1% | +9.2% | -9.2% | -1.4% |
| 3M | -1.9% | -0.8% | -1.1% | -1.9% |
| 6M | -1.3% | +7.1% | -8.4% | -2.5% |
| YTD | +0.1% | +34.0% | -33.9% | -5.0% |
| 1Y | +1.0% | +23.2% | -22.2% | -2.8% |
| 3Y | +23.8% | +53.6% | -29.8% | +13.5% |
| 5Y | +17.3% | -20.4% | +37.8% | +19.2% |
| 10Y | +55.0% | +23.4% | +31.6% | +44.0% |
| All | +55.0% | +20.3% | +34.7% | +44.0% |
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