-3.9%
HUM vs VLTO
+56.4%
-60.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +1.0% | +2.8% | +3.5% |
| 30D | +5.5% | +17.5% | -12.0% | +1.6% |
| 3M | +17.1% | +21.4% | -4.3% | +11.9% |
| 6M | +48.3% | +38.1% | +10.1% | +36.4% |
| YTD | +77.4% | +19.0% | +58.4% | +69.7% |
| 1Y | +92.6% | +20.7% | +71.9% | +83.4% |
| 3Y | -6.1% | +64.3% | -70.4% | -12.5% |
| All | -3.9% | +56.4% | -60.3% | -8.8% |
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