+5,556.9%
HUM vs VMC
+3,084.3%
+2,472.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.1% |
| 7D | -0.2% | -5.3% | +5.1% | +1.2% |
| 30D | +3.7% | -12.3% | +16.0% | +7.3% |
| 3M | +10.4% | -10.3% | +20.7% | +13.1% |
| 6M | +125.7% | -8.6% | +134.3% | +129.1% |
| YTD | +57.3% | -11.9% | +69.2% | +60.9% |
| 1Y | +48.6% | -13.9% | +62.5% | +52.9% |
| 3Y | -11.3% | +18.2% | -29.5% | -17.4% |
| 5Y | +0.8% | +47.7% | -46.9% | -13.3% |
| 10Y | +146.7% | +152.5% | -5.8% | +73.1% |
| All | +5,556.9% | +3,084.3% | +2,472.6% | +1,493.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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