-14.6%
HUM vs VLTO
+23.4%
-38.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.4% | -4.5% | +3.1% | -0.4% |
| 30D | +7.5% | -4.6% | +12.1% | +8.6% |
| 3M | +10.2% | +13.3% | -3.1% | +6.1% |
| 6M | +132.5% | +2.1% | +130.4% | +129.8% |
| YTD | +57.6% | -6.1% | +63.7% | +59.4% |
| 1Y | +48.6% | -11.4% | +60.0% | +52.3% |
| All | -14.6% | +23.4% | -38.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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