+152.3%
HUM vs VIG
+250.0%
-97.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +1.6% |
| 7D | +2.1% | -1.1% | +3.1% | +3.0% |
| 30D | +5.4% | -2.7% | +8.1% | +8.0% |
| 3M | +11.4% | +2.5% | +8.9% | +8.8% |
| 6M | +141.5% | +9.2% | +132.3% | +122.7% |
| YTD | +61.2% | +9.8% | +51.4% | +47.8% |
| 1Y | +49.2% | +12.4% | +36.8% | +34.1% |
| 3Y | -9.0% | +55.9% | -64.9% | -39.7% |
| 5Y | +7.2% | +63.9% | -56.8% | -33.3% |
| All | +152.3% | +250.0% | -97.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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