+5,556.9%
HUM vs VFC
+807.2%
+4,749.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | +3.7% | -13.4% | +17.1% | +6.7% |
| 3M | +10.4% | -23.7% | +34.1% | +16.1% |
| 6M | +125.7% | -24.5% | +150.2% | +136.5% |
| YTD | +57.3% | -27.8% | +85.2% | +66.0% |
| 1Y | +48.6% | -13.5% | +62.1% | +49.4% |
| 3Y | -11.3% | -27.1% | +15.8% | -17.2% |
| 5Y | +0.8% | -79.0% | +79.8% | +26.4% |
| 10Y | +146.7% | -68.7% | +215.4% | +163.1% |
| All | +5,556.9% | +807.2% | +4,749.7% | +2,598.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling