+147.5%
HYG vs DOC
+74.3%
+73.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.4% | +6.2% | -6.6% | -1.2% |
| 30D | 0.0% | +6.5% | -6.5% | -0.8% |
| 3M | -2.3% | -6.2% | +4.0% | -1.6% |
| 6M | -1.3% | +25.6% | -26.9% | -4.6% |
| YTD | -0.3% | +32.1% | -32.3% | -4.3% |
| 1Y | +1.2% | +20.3% | -19.1% | -1.8% |
| 3Y | +22.8% | +42.7% | -19.9% | +15.6% |
| 5Y | +16.2% | -22.2% | +38.4% | +17.8% |
| 10Y | +53.2% | +16.5% | +36.6% | +43.6% |
| All | +147.5% | +74.3% | +73.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling