+146.4%
HUM vs VT
+221.8%
-75.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +3.7% | +2.4% | +1.4% | +2.0% |
| 30D | +5.5% | -1.5% | +7.0% | +6.5% |
| 3M | +17.1% | -4.1% | +21.3% | +20.5% |
| 6M | +48.3% | +0.6% | +47.7% | +47.1% |
| YTD | +77.4% | +11.0% | +66.3% | +63.2% |
| 1Y | +92.6% | +13.3% | +79.2% | +74.7% |
| 3Y | -6.1% | +73.4% | -79.5% | -39.1% |
| 5Y | +6.2% | +57.4% | -51.2% | -26.2% |
| All | +146.4% | +221.8% | -75.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling