+30.6%
HUM vs VICR
+272.1%
-241.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.3% |
| 7D | +4.2% | +0.4% | +3.7% | +4.1% |
| 30D | +10.4% | -13.9% | +24.3% | +10.6% |
| 3M | +15.1% | -38.4% | +53.5% | +15.5% |
| 6M | +120.9% | -7.2% | +128.1% | +116.2% |
| YTD | +57.9% | +72.0% | -14.1% | +51.5% |
| 1Y | +30.6% | +263.3% | -232.7% | +20.1% |
| All | +30.6% | +272.1% | -241.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling