-9.0%
HUM vs VSXY
+352.7%
-361.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +2.1% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +5.4% | -18.7% | +24.1% | +6.3% |
| 3M | +11.4% | -4.0% | +15.4% | +11.5% |
| 6M | +141.5% | +67.5% | +74.0% | +132.6% |
| YTD | +61.2% | +39.7% | +21.5% | +57.2% |
| 1Y | +49.2% | +180.0% | -130.8% | +40.4% |
| 3Y | -9.0% | +337.3% | -346.3% | -17.5% |
| All | -9.0% | +352.7% | -361.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling