+5.3%
HUM vs VSXY
+22.6%
-17.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | +11.4% | -4.0% | +15.4% | +11.5% |
| 6M | +141.5% | +67.5% | +74.0% | +131.5% |
| YTD | +61.2% | +39.7% | +21.5% | +56.4% |
| 1Y | +49.2% | +180.0% | -130.8% | +38.5% |
| 3Y | -9.0% | +337.3% | -346.3% | -20.3% |
| All | +5.3% | +22.6% | -17.3% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling