+50.0%
HUM vs VCLT
-3.2%
+53.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +3.5% | +3.9% | -0.4% | +1.8% |
| 3M | +15.5% | -1.9% | +17.4% | +16.8% |
| 6M | +76.2% | -2.6% | +78.8% | +78.6% |
| YTD | +64.5% | -3.1% | +67.6% | +69.0% |
| 1Y | +50.0% | -3.6% | +53.6% | +55.0% |
| All | +50.0% | -3.2% | +53.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling