+143.0%
HUM vs VT
+222.7%
-79.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +7.7% | +2.9% | +4.9% | +5.5% |
| 30D | +5.8% | -2.5% | +8.3% | +7.5% |
| 3M | +14.3% | -3.3% | +17.7% | +16.9% |
| 6M | +50.9% | +1.5% | +49.4% | +48.7% |
| YTD | +74.9% | +11.4% | +63.5% | +60.6% |
| 1Y | +86.9% | +11.9% | +75.0% | +71.1% |
| 3Y | -6.7% | +73.9% | -80.5% | -39.6% |
| 5Y | +4.8% | +57.9% | -53.1% | -27.3% |
| All | +143.0% | +222.7% | -79.7% | +9.4% |
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