+147.3%
HUM vs DOC
+20.3%
+127.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +4.8% | +4.3% | +0.5% | +3.6% |
| 30D | +1.6% | +9.2% | -7.5% | -0.8% |
| 3M | +13.8% | -0.8% | +14.7% | +13.9% |
| 6M | +60.0% | +7.1% | +52.9% | +56.7% |
| YTD | +72.7% | +34.0% | +38.7% | +58.2% |
| 1Y | +86.1% | +23.2% | +62.9% | +74.4% |
| 3Y | -7.8% | +53.6% | -61.5% | -20.0% |
| 5Y | +2.7% | -20.4% | +23.2% | +7.1% |
| 10Y | +147.3% | +23.4% | +123.9% | +124.0% |
| All | +147.3% | +20.3% | +127.0% | +124.0% |
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