+0.4%
HUM vs DOC
-21.4%
+21.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.2% |
| 7D | +4.6% | +6.5% | -1.8% | +3.6% |
| 30D | +9.6% | +9.2% | +0.5% | +8.1% |
| 3M | +18.4% | -2.5% | +20.9% | +18.7% |
| 6M | +76.9% | +7.1% | +69.8% | +74.7% |
| YTD | +71.0% | +33.0% | +38.0% | +62.7% |
| 1Y | +75.0% | +23.3% | +51.7% | +68.4% |
| 3Y | -7.7% | +44.9% | -52.6% | -13.2% |
| All | +0.4% | -21.4% | +21.8% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling