-55.0%
DOCS vs HUM
+2.1%
-57.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.7% |
| 7D | -0.6% | +4.8% | -5.4% | -1.0% |
| 30D | +6.3% | +1.6% | +4.6% | +6.1% |
| 3M | +26.5% | +13.8% | +12.7% | +24.7% |
| 6M | +24.8% | +60.0% | -35.2% | +19.5% |
| YTD | -26.8% | +72.7% | -99.5% | -30.6% |
| 1Y | -38.3% | +86.1% | -124.4% | -41.8% |
| 3Y | +36.0% | -7.8% | +43.9% | +34.7% |
| 5Y | -55.0% | +2.7% | -57.7% | -58.1% |
| All | -55.0% | +2.1% | -57.1% | -58.1% |
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