-9.1%
HUM vs VSXY
+33.4%
-42.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +7.5% | -22.1% | +29.5% | +8.7% |
| 3M | +10.2% | -1.1% | +11.4% | +10.1% |
| 6M | +132.5% | +53.8% | +78.7% | +125.0% |
| YTD | +57.6% | +35.5% | +22.1% | +53.7% |
| 1Y | +48.6% | +186.0% | -137.4% | +39.1% |
| 3Y | -11.2% | +343.2% | -354.3% | -20.5% |
| 5Y | +4.8% | +19.0% | -14.2% | -2.4% |
| All | -9.1% | +33.4% | -42.5% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling