+46.0%
HUM vs DOCU
+71.3%
-25.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.8% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +4.7% | +8.0% | -3.3% | +4.0% |
| 3M | +13.5% | +41.0% | -27.5% | +10.1% |
| 6M | +126.7% | +33.7% | +93.0% | +120.5% |
| YTD | +58.5% | -4.9% | +63.4% | +58.0% |
| 1Y | +31.7% | -20.4% | +52.1% | +32.9% |
| 3Y | -10.6% | +29.6% | -40.2% | -14.6% |
| 5Y | +2.5% | -76.9% | +79.4% | +10.4% |
| All | +46.0% | +71.3% | -25.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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