+45.5%
HUM vs DOCU
+80.0%
-34.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | +4.2% | +6.9% | -2.7% | +3.6% |
| 30D | +10.4% | +19.0% | -8.6% | +8.8% |
| 3M | +15.1% | +34.3% | -19.2% | +12.1% |
| 6M | +120.9% | +48.0% | +72.9% | +113.2% |
| YTD | +57.9% | 0.0% | +57.9% | +56.8% |
| 1Y | +30.6% | -10.3% | +40.8% | +30.5% |
| 3Y | -9.6% | +32.4% | -42.0% | -13.7% |
| 5Y | +1.6% | -77.9% | +79.5% | +10.2% |
| All | +45.5% | +80.0% | -34.6% | +15.7% |
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 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