-50.3%
DOCS vs HUM
-4.1%
-46.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.7% |
| 7D | -1.4% | +4.2% | -5.6% | -1.7% |
| 30D | +21.8% | +10.4% | +11.5% | +20.9% |
| 3M | +27.3% | +15.1% | +12.2% | +25.8% |
| 6M | -0.3% | +120.9% | -121.3% | -5.9% |
| YTD | -40.5% | +57.9% | -98.4% | -42.7% |
| 1Y | -61.5% | +30.6% | -92.1% | -62.7% |
| 3Y | +8.2% | -9.6% | +17.8% | +6.7% |
| 5Y | -73.4% | +1.6% | -75.0% | -74.0% |
| All | -50.3% | -4.1% | -46.2% | -50.2% |
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 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