+5.3%
HUM vs VSH
+74.2%
-68.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.1% | -3.9% | +1.7% |
| 7D | +2.1% | +4.8% | -2.7% | +1.6% |
| 30D | +5.4% | -0.7% | +6.1% | +5.4% |
| 3M | +11.4% | -43.1% | +54.5% | +16.3% |
| 6M | +141.5% | +91.8% | +49.7% | +123.4% |
| YTD | +61.2% | +131.6% | -70.4% | +45.6% |
| 1Y | +49.2% | +118.1% | -68.9% | +35.3% |
| 3Y | -9.0% | +40.9% | -49.9% | -14.8% |
| All | +5.3% | +74.2% | -68.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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