+1,166.8%
HUM vs VIVK
-100.0%
+1,266.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.4% | +9.7% | +2.3% |
| 7D | +2.1% | -4.4% | +6.4% | +2.1% |
| 30D | +5.4% | -40.8% | +46.2% | +5.5% |
| 3M | +11.4% | -94.1% | +105.6% | +11.7% |
| 6M | +141.5% | -98.2% | +239.7% | +142.2% |
| YTD | +61.2% | -98.0% | +159.2% | +61.5% |
| 1Y | +49.2% | -100.0% | +149.1% | +50.0% |
| 3Y | -9.0% | -100.0% | +90.9% | -8.6% |
| 5Y | +7.2% | -100.0% | +107.2% | +7.7% |
| 10Y | +152.7% | -100.0% | +252.7% | +152.8% |
| All | +1,166.8% | -100.0% | +1,266.8% | +1,165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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