+2,277.3%
HUM vs VNQ
+386.3%
+1,891.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.0% |
| 7D | +2.1% | -1.3% | +3.3% | +2.6% |
| 30D | +5.4% | -2.6% | +8.0% | +6.5% |
| 3M | +11.4% | -2.0% | +13.4% | +12.2% |
| 6M | +141.5% | +4.3% | +137.2% | +136.8% |
| YTD | +61.2% | +9.2% | +52.0% | +55.2% |
| 1Y | +49.2% | +5.6% | +43.5% | +45.6% |
| 3Y | -9.0% | +30.8% | -39.9% | -19.4% |
| 5Y | +7.2% | +8.0% | -0.8% | +1.4% |
| 10Y | +152.7% | +63.7% | +89.0% | +100.6% |
| All | +2,277.3% | +386.3% | +1,891.1% | +763.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling