+30.6%
HUM vs DOC
+23.9%
+6.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +4.2% | -1.5% | +5.6% | +4.4% |
| 30D | +10.4% | -4.8% | +15.1% | +11.2% |
| 3M | +15.1% | +6.9% | +8.2% | +14.0% |
| 6M | +120.9% | +20.7% | +100.2% | +114.5% |
| YTD | +57.9% | +34.1% | +23.8% | +49.4% |
| 1Y | +30.6% | +22.6% | +7.9% | +20.8% |
| All | +30.6% | +23.9% | +6.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling