+111.9%
DOCN vs HUM
+16.2%
+95.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.4% |
| 7D | +27.4% | +7.7% | +19.7% | +26.0% |
| 30D | -29.7% | +5.8% | -35.5% | -30.3% |
| 3M | -32.5% | +14.3% | -46.8% | -33.8% |
| 6M | -42.2% | +50.9% | -93.1% | -45.2% |
| YTD | +87.2% | +74.9% | +12.3% | +73.1% |
| 1Y | +86.2% | +86.9% | -0.7% | +71.0% |
| 3Y | +257.4% | -6.7% | +264.1% | +250.8% |
| 5Y | -27.4% | +4.8% | -32.1% | -33.6% |
| All | +111.9% | +16.2% | +95.8% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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