+1,007.2%
HUM vs VCLT
+102.9%
+904.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.2% | 0.0% | -0.3% | -0.2% |
| 30D | +3.7% | +0.1% | +3.6% | +3.7% |
| 3M | +10.4% | -2.9% | +13.3% | +10.6% |
| 6M | +125.7% | -4.0% | +129.7% | +126.2% |
| YTD | +57.3% | -2.2% | +59.6% | +57.6% |
| 1Y | +48.6% | -2.6% | +51.2% | +48.9% |
| 3Y | -11.3% | +12.3% | -23.6% | -11.9% |
| 5Y | +0.8% | -16.4% | +17.2% | +2.1% |
| 10Y | +146.7% | +18.1% | +128.6% | +161.8% |
| All | +1,007.2% | +102.9% | +904.2% | +1,316.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling