+5.1%
HUM vs DOCU
-68.9%
+74.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.7% |
| 7D | +6.9% | -0.4% | +7.4% | +6.9% |
| 30D | +3.2% | +12.9% | -9.8% | +2.5% |
| 3M | +20.0% | +35.1% | -15.1% | +18.0% |
| 6M | +63.5% | +76.2% | -12.7% | +58.2% |
| YTD | +75.9% | +17.2% | +58.7% | +73.4% |
| 1Y | +85.7% | +16.4% | +69.3% | +83.0% |
| 3Y | -6.1% | +95.6% | -101.7% | -10.2% |
| 5Y | +5.1% | -68.5% | +73.6% | +4.7% |
| All | +5.1% | -68.9% | +74.0% | +4.7% |
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