-38.0%
DOCS vs HUM
+1.3%
-39.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | 0.0% | +3.1% | -3.1% | -0.3% |
| 30D | +7.8% | -1.8% | +9.6% | +7.9% |
| 3M | +20.0% | +10.2% | +9.8% | +18.8% |
| 6M | +26.5% | +54.6% | -28.1% | +22.3% |
| YTD | -25.8% | +66.8% | -92.6% | -28.9% |
| 1Y | -39.5% | +70.1% | -109.6% | -42.1% |
| 3Y | +60.3% | -11.3% | +71.7% | +57.8% |
| 5Y | -57.0% | -1.2% | -55.9% | -59.5% |
| All | -38.0% | +1.3% | -39.3% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling