+152.3%
HUM vs VICR
+1,679.8%
-1,527.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.2% | -8.9% | +1.4% |
| 7D | +2.1% | +5.0% | -2.9% | +1.6% |
| 30D | +5.4% | -12.5% | +17.9% | +6.2% |
| 3M | +11.4% | -33.6% | +45.0% | +14.0% |
| 6M | +141.5% | +10.7% | +130.8% | +133.2% |
| YTD | +61.2% | +80.6% | -19.4% | +48.0% |
| 1Y | +49.2% | +288.4% | -239.2% | +26.6% |
| 3Y | -9.0% | +213.8% | -222.8% | -24.1% |
| 5Y | +7.2% | +58.8% | -51.7% | -7.8% |
| All | +152.3% | +1,679.8% | -1,527.5% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling