+5.3%
HUM vs VTEB
+1.2%
+4.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.4% |
| 7D | +2.1% | -0.9% | +3.0% | +1.7% |
| 30D | +5.4% | -2.5% | +7.9% | +4.5% |
| 3M | +11.4% | -3.0% | +14.4% | +10.3% |
| 6M | +141.5% | -2.1% | +143.6% | +139.8% |
| YTD | +61.2% | -1.5% | +62.7% | +60.5% |
| 1Y | +49.2% | +0.2% | +49.0% | +49.6% |
| 3Y | -9.0% | +8.6% | -17.6% | -6.2% |
| All | +5.3% | +1.2% | +4.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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