+5.3%
HUM vs VO
+42.1%
-36.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +2.1% | -1.5% | +3.6% | +2.7% |
| 30D | +5.4% | -3.0% | +8.4% | +6.8% |
| 3M | +11.4% | +2.8% | +8.6% | +10.1% |
| 6M | +141.5% | +10.9% | +130.6% | +130.5% |
| YTD | +61.2% | +12.5% | +48.7% | +53.0% |
| 1Y | +49.2% | +12.0% | +37.2% | +41.9% |
| 3Y | -9.0% | +56.3% | -65.3% | -23.7% |
| All | +5.3% | +42.1% | -36.8% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling