+50.0%
HUM vs VICR
+76.0%
-25.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.1% | +11.0% | +0.1% |
| 7D | +1.6% | -26.6% | +28.1% | +2.1% |
| 30D | +3.5% | -47.9% | +51.5% | +4.4% |
| 3M | +15.5% | -29.8% | +45.3% | +16.0% |
| 6M | +76.2% | -36.6% | +112.8% | +76.2% |
| YTD | +64.5% | +45.1% | +19.4% | +52.3% |
| 1Y | +50.0% | +80.0% | -30.0% | +38.3% |
| All | +50.0% | +76.0% | -25.9% | +38.3% |
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