+148.7%
HUM vs VT
+221.4%
-72.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +2.1% | +1.0% | +1.1% | +1.4% |
| 30D | +4.7% | -0.2% | +4.9% | +4.9% |
| 3M | +13.5% | +4.5% | +9.0% | +9.8% |
| 6M | +126.7% | +14.1% | +112.6% | +105.5% |
| YTD | +58.5% | +14.8% | +43.8% | +42.7% |
| 1Y | +31.7% | +21.2% | +10.6% | +14.0% |
| 3Y | -10.6% | +76.6% | -87.2% | -42.7% |
| 5Y | +2.5% | +66.6% | -64.1% | -31.8% |
| 10Y | +148.7% | +222.3% | -73.6% | -2.4% |
| All | +148.7% | +221.4% | -72.8% | -2.4% |
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