+16.8%
HYG vs DOCS
-51.8%
+68.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | 0.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.1% | +17.4% | -17.3% | -0.6% |
| 3M | -1.8% | +57.4% | -59.2% | -3.9% |
| 6M | -1.3% | +26.5% | -27.8% | -2.7% |
| YTD | +0.1% | -26.6% | +26.7% | +1.0% |
| 1Y | +1.5% | -48.1% | +49.6% | +3.9% |
| 3Y | +23.8% | +52.6% | -28.9% | +16.9% |
| All | +16.8% | -51.8% | +68.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling