+5,735.7%
HUM vs DOC
+2,926.9%
+2,808.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.2% | +6.2% | -7.4% | -2.7% |
| 30D | +2.1% | +6.5% | -4.4% | +0.4% |
| 3M | +13.4% | -6.2% | +19.7% | +15.1% |
| 6M | +72.7% | +25.6% | +47.1% | +61.9% |
| YTD | +62.3% | +32.1% | +30.2% | +49.8% |
| 1Y | +57.5% | +20.3% | +37.2% | +48.8% |
| 3Y | -10.5% | +42.7% | -53.2% | -20.2% |
| 5Y | -4.5% | -22.2% | +17.7% | -1.9% |
| 10Y | +167.8% | +16.5% | +151.3% | +137.3% |
| All | +5,735.7% | +2,926.9% | +2,808.8% | +1,788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling