+5.3%
HUM vs VCLT
-17.2%
+22.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +2.1% | -1.4% | +3.4% | +2.1% |
| 30D | +5.4% | -1.2% | +6.6% | +5.4% |
| 3M | +11.4% | -4.8% | +16.2% | +11.5% |
| 6M | +141.5% | -2.6% | +144.1% | +141.5% |
| YTD | +61.2% | -3.3% | +64.5% | +61.3% |
| 1Y | +49.2% | -4.8% | +54.0% | +49.2% |
| 3Y | -9.0% | +11.5% | -20.6% | -8.8% |
| All | +5.3% | -17.2% | +22.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling