+1.2%
HYG vs DOCS
-38.0%
+39.1%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | +0.2% |
| 7D | -0.2% | -4.2% | +4.0% | -0.2% |
| 30D | +0.1% | +8.6% | -8.6% | 0.0% |
| 3M | -1.7% | +27.2% | -29.0% | -1.9% |
| 6M | -0.9% | +26.5% | -27.4% | -1.1% |
| YTD | +0.3% | -25.0% | +25.3% | +0.6% |
| 1Y | +1.2% | -37.0% | +38.1% | +2.0% |
| All | +1.2% | -38.0% | +39.1% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling