+152.3%
HUM vs VO
+200.3%
-48.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.7% |
| 7D | +2.1% | -1.5% | +3.6% | +3.1% |
| 30D | +5.4% | -3.0% | +8.4% | +7.6% |
| 3M | +11.4% | +2.8% | +8.6% | +9.3% |
| 6M | +141.5% | +10.9% | +130.6% | +124.4% |
| YTD | +61.2% | +12.5% | +48.7% | +48.4% |
| 1Y | +49.2% | +12.0% | +37.2% | +37.8% |
| 3Y | -9.0% | +56.3% | -65.3% | -34.1% |
| 5Y | +7.2% | +42.9% | -35.8% | -18.8% |
| All | +152.3% | +200.3% | -48.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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