+18.4%
HYG vs DOCS
-19.4%
+37.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +0.4% | +8.7% | -8.3% | +0.1% |
| 3M | -1.8% | +32.9% | -34.7% | -2.9% |
| 6M | -0.7% | +25.5% | -26.2% | -1.9% |
| YTD | +0.3% | -25.0% | +25.3% | +0.9% |
| 1Y | +1.4% | -34.9% | +36.2% | +2.5% |
| 3Y | +24.1% | +39.3% | -15.2% | +19.5% |
| 5Y | +17.8% | -54.8% | +72.6% | +15.3% |
| All | +18.4% | -19.4% | +37.7% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling