+198.1%
DOCN vs HUM
+5.3%
+192.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.4% | +12.3% | +12.6% |
| 7D | +16.3% | +2.1% | +14.2% | +16.0% |
| 30D | +2.0% | +4.7% | -2.7% | +1.4% |
| 3M | -25.2% | +13.5% | -38.7% | -26.3% |
| 6M | +132.7% | +126.7% | +6.0% | +112.7% |
| YTD | +163.3% | +58.5% | +104.7% | +147.2% |
| 1Y | +280.3% | +31.7% | +248.6% | +263.0% |
| 3Y | +371.8% | -10.6% | +382.5% | +365.1% |
| 5Y | +87.1% | +2.5% | +84.6% | +74.7% |
| All | +198.1% | +5.3% | +192.8% | +173.1% |
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