+53.6%
HUM vs DOCU
+104.6%
-51.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +3.1% | -4.8% | +7.9% | +3.5% |
| 30D | -1.8% | +9.4% | -11.2% | -2.5% |
| 3M | +10.2% | +29.0% | -18.9% | +7.8% |
| 6M | +54.6% | +62.3% | -7.7% | +48.2% |
| YTD | +66.8% | +13.7% | +53.2% | +63.9% |
| 1Y | +70.1% | +11.5% | +58.6% | +67.3% |
| 3Y | -11.3% | +94.2% | -105.5% | -17.9% |
| 5Y | -1.2% | -71.7% | +70.6% | +4.7% |
| All | +53.6% | +104.6% | -51.0% | +21.0% |
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