+5.3%
HUM vs VNQ
+7.0%
-1.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.0% |
| 7D | +2.1% | -1.3% | +3.3% | +2.5% |
| 30D | +5.4% | -2.6% | +8.0% | +6.2% |
| 3M | +11.4% | -2.0% | +13.4% | +12.0% |
| 6M | +141.5% | +4.3% | +137.2% | +137.7% |
| YTD | +61.2% | +9.2% | +52.0% | +56.4% |
| 1Y | +49.2% | +5.6% | +43.5% | +46.2% |
| 3Y | -9.0% | +30.8% | -39.9% | -16.4% |
| All | +5.3% | +7.0% | -1.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling