-9.0%
HUM vs VIAV
+293.0%
-302.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.2% |
| 7D | +2.1% | +11.2% | -9.1% | +1.8% |
| 30D | +5.4% | -10.1% | +15.5% | +5.6% |
| 3M | +11.4% | -22.9% | +34.3% | +11.6% |
| 6M | +141.5% | +28.8% | +112.7% | +138.7% |
| YTD | +61.2% | +117.5% | -56.3% | +57.2% |
| 1Y | +49.2% | +216.1% | -166.9% | +43.1% |
| 3Y | -9.0% | +292.2% | -301.2% | -14.2% |
| All | -9.0% | +293.0% | -302.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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