-14.4%
HUM vs VLTO
+27.2%
-41.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +4.2% | -2.3% | +6.4% | +4.7% |
| 30D | +10.4% | -0.9% | +11.2% | +10.5% |
| 3M | +15.1% | +13.8% | +1.2% | +10.7% |
| 6M | +120.9% | +2.0% | +118.9% | +118.7% |
| YTD | +57.9% | -3.2% | +61.1% | +58.6% |
| 1Y | +30.6% | -9.2% | +39.7% | +33.1% |
| All | -14.4% | +27.2% | -41.6% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling