+105.1%
DOCN vs HUM
+16.9%
+88.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +9.3% |
| 7D | +3.7% | +6.9% | -3.2% | +2.7% |
| 30D | -33.7% | +3.2% | -36.9% | -34.0% |
| 3M | -27.9% | +20.0% | -47.9% | -29.8% |
| 6M | -46.4% | +63.5% | -109.9% | -49.7% |
| YTD | +81.1% | +75.9% | +5.2% | +67.4% |
| 1Y | +74.3% | +85.7% | -11.4% | +60.1% |
| 3Y | +245.8% | -6.1% | +251.9% | +239.1% |
| 5Y | -23.7% | +5.1% | -28.9% | -30.3% |
| All | +105.1% | +16.9% | +88.2% | +84.9% |
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