+2,335.6%
HUM vs VSAT
+1,536.8%
+798.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.1% |
| 7D | +2.1% | +17.3% | -15.2% | +0.5% |
| 30D | +4.7% | -3.3% | +8.0% | +4.9% |
| 3M | +13.5% | +18.7% | -5.2% | +10.6% |
| 6M | +126.7% | +77.6% | +49.1% | +110.6% |
| YTD | +58.5% | +125.6% | -67.1% | +42.7% |
| 1Y | +31.7% | +158.3% | -126.6% | +16.2% |
| 3Y | -10.6% | +226.1% | -236.8% | -28.6% |
| 5Y | +2.5% | +54.7% | -52.2% | -14.8% |
| 10Y | +148.7% | +3.5% | +145.1% | +107.4% |
| All | +2,335.6% | +1,536.8% | +798.8% | +1,247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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