+5.3%
HUM vs VFC
-78.2%
+83.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +2.0% |
| 7D | +2.1% | -1.4% | +3.5% | +2.1% |
| 30D | +5.4% | -9.0% | +14.4% | +6.0% |
| 3M | +11.4% | -24.2% | +35.6% | +13.3% |
| 6M | +141.5% | -18.5% | +160.0% | +144.1% |
| YTD | +61.2% | -25.9% | +87.1% | +63.8% |
| 1Y | +49.2% | -13.0% | +62.1% | +50.2% |
| 3Y | -9.0% | -20.3% | +11.3% | -10.1% |
| All | +5.3% | -78.2% | +83.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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