+20.5%
HYG vs DOCS
-40.7%
+61.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.3% | +0.2% |
| 7D | 0.0% | -7.3% | +7.3% | +0.3% |
| 30D | -0.1% | -10.9% | +10.8% | +0.3% |
| 3M | +1.0% | +20.3% | -19.3% | +0.1% |
| 6M | +2.3% | -3.6% | +5.9% | +2.0% |
| YTD | +2.1% | -44.9% | +47.0% | +3.9% |
| 1Y | +3.8% | -64.9% | +68.7% | +7.3% |
| 3Y | +26.7% | +7.6% | +19.1% | +22.9% |
| 5Y | +19.3% | -74.0% | +93.2% | +18.1% |
| All | +20.5% | -40.7% | +61.2% | +19.4% |
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