-9.0%
HUM vs VCLT
+11.4%
-20.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +2.1% | -1.4% | +3.4% | +1.9% |
| 30D | +5.4% | -1.2% | +6.6% | +5.3% |
| 3M | +11.4% | -4.8% | +16.2% | +10.7% |
| 6M | +141.5% | -2.6% | +144.1% | +140.7% |
| YTD | +61.2% | -3.3% | +64.5% | +60.6% |
| 1Y | +49.2% | -4.8% | +54.0% | +48.1% |
| 3Y | -9.0% | +11.5% | -20.6% | +0.1% |
| All | -9.0% | +11.4% | -20.4% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling