+917.8%
HUM vs VIG
+614.0%
+303.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.3% |
| 7D | -0.2% | -1.2% | +0.9% | +0.8% |
| 30D | +3.7% | -2.8% | +6.5% | +6.4% |
| 3M | +10.4% | +2.5% | +7.9% | +7.9% |
| 6M | +125.7% | +8.1% | +117.6% | +109.9% |
| YTD | +57.3% | +9.6% | +47.8% | +44.5% |
| 1Y | +48.6% | +14.2% | +34.5% | +31.6% |
| 3Y | -11.3% | +56.1% | -67.4% | -41.6% |
| 5Y | +0.8% | +62.8% | -62.0% | -37.1% |
| 10Y | +146.7% | +248.2% | -101.5% | -23.7% |
| All | +917.8% | +614.0% | +303.8% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling