+8.0%
HUM vs DOCU
-69.6%
+77.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +3.7% | +4.1% | -0.3% | +3.5% |
| 30D | +5.5% | +7.4% | -1.8% | +5.1% |
| 3M | +17.1% | +26.0% | -8.9% | +15.7% |
| 6M | +48.3% | +79.2% | -30.9% | +43.4% |
| YTD | +77.4% | +18.1% | +59.3% | +74.8% |
| 1Y | +92.6% | +20.5% | +72.0% | +89.5% |
| 3Y | -6.1% | +96.4% | -102.5% | -10.2% |
| All | +8.0% | -69.6% | +77.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling