+237.5%
DOCN vs HUM
-5.3%
+242.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.4% |
| 7D | +19.1% | +3.7% | +15.3% | +18.5% |
| 30D | -21.0% | +5.5% | -26.5% | -21.5% |
| 3M | -34.7% | +17.1% | -51.9% | -36.1% |
| 6M | -45.8% | +48.3% | -94.0% | -48.0% |
| YTD | +79.4% | +77.4% | +2.0% | +68.1% |
| 1Y | +91.0% | +92.6% | -1.5% | +78.3% |
| 3Y | +237.5% | -6.1% | +243.6% | +205.8% |
| All | +237.5% | -5.3% | +242.8% | +205.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling