+70.5%
DOCN vs HUM
+13.6%
+57.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -42.1% |
| 6M | -55.0% | +76.9% | -131.8% | -58.1% |
| YTD | +50.6% | +71.0% | -20.3% | +39.8% |
| 1Y | +54.0% | +75.0% | -21.0% | +42.4% |
| 3Y | +203.9% | -7.7% | +211.6% | +198.8% |
| 5Y | -29.4% | +0.6% | -30.0% | -35.4% |
| All | +70.5% | +13.6% | +57.0% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling