+151.6%
HUM vs DOC
+23.6%
+128.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.9% | +1.0% | +5.9% | +6.6% |
| 30D | +3.2% | +8.1% | -5.0% | +1.0% |
| 3M | +20.0% | +0.9% | +19.1% | +19.5% |
| 6M | +63.5% | +6.3% | +57.2% | +60.4% |
| YTD | +75.9% | +33.8% | +42.1% | +61.3% |
| 1Y | +85.7% | +21.6% | +64.1% | +74.6% |
| 3Y | -6.1% | +53.4% | -59.5% | -18.5% |
| 5Y | +5.1% | -21.0% | +26.1% | +9.9% |
| 10Y | +151.6% | +22.5% | +129.1% | +128.2% |
| All | +151.6% | +23.6% | +128.0% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling