+57.5%
HUM vs DOCU
+104.2%
-46.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.5% |
| 7D | +4.6% | -5.5% | +10.2% | +5.1% |
| 30D | +9.6% | +12.6% | -3.0% | +8.6% |
| 3M | +18.4% | +36.4% | -18.0% | +15.4% |
| 6M | +76.9% | +66.8% | +10.1% | +69.2% |
| YTD | +71.0% | +13.5% | +57.5% | +68.0% |
| 1Y | +75.0% | +11.3% | +63.7% | +72.1% |
| 3Y | -7.7% | +92.1% | -99.7% | -14.4% |
| 5Y | +0.6% | -71.0% | +71.6% | +6.3% |
| All | +57.5% | +104.2% | -46.8% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling