+5.3%
HUM vs VICR
+57.6%
-52.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.2% | -8.9% | +2.0% |
| 7D | +2.1% | +5.0% | -2.9% | +1.9% |
| 30D | +5.4% | -12.5% | +17.9% | +5.7% |
| 3M | +11.4% | -33.6% | +45.0% | +12.3% |
| 6M | +141.5% | +10.7% | +130.8% | +138.4% |
| YTD | +61.2% | +80.6% | -19.4% | +56.5% |
| 1Y | +49.2% | +288.4% | -239.2% | +41.2% |
| 3Y | -9.0% | +213.8% | -222.8% | -14.4% |
| All | +5.3% | +57.6% | -52.3% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling