+164.6%
DOCN vs HUM
+4.9%
+159.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +1.1% | +4.2% | -3.0% | +0.5% |
| 30D | -9.6% | +10.4% | -20.0% | -10.8% |
| 3M | -37.7% | +15.1% | -52.8% | -38.8% |
| 6M | +115.2% | +120.9% | -5.7% | +97.2% |
| YTD | +133.7% | +57.9% | +75.8% | +119.6% |
| 1Y | +250.2% | +30.6% | +219.6% | +234.6% |
| 3Y | +320.3% | -9.6% | +329.9% | +313.2% |
| 5Y | +53.1% | +1.6% | +51.5% | +42.8% |
| All | +164.6% | +4.9% | +159.7% | +142.6% |
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