-35.6%
DOCN vs HUM
+0.3%
-35.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.8% | +1.7% |
| 7D | -19.2% | +4.6% | -23.8% | -19.7% |
| 30D | -43.1% | +9.6% | -52.7% | -43.8% |
| 3M | -40.7% | +18.4% | -59.1% | -42.2% |
| 6M | -55.0% | +76.9% | -131.8% | -58.3% |
| YTD | +50.6% | +71.0% | -20.3% | +38.8% |
| 1Y | +54.0% | +75.0% | -21.0% | +41.3% |
| 3Y | +203.9% | -7.7% | +211.6% | +201.2% |
| All | -35.6% | +0.3% | -35.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling