+2,039.8%
HUM vs VTR
+1,502.7%
+537.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.4% | -1.8% | +0.4% | -1.1% |
| 30D | +7.5% | +4.0% | +3.5% | +6.8% |
| 3M | +10.2% | +7.8% | +2.4% | +8.6% |
| 6M | +132.5% | +6.4% | +126.2% | +129.3% |
| YTD | +57.6% | +18.3% | +39.3% | +52.4% |
| 1Y | +48.6% | +33.9% | +14.6% | +40.3% |
| 3Y | -11.2% | +134.3% | -145.5% | -24.8% |
| 5Y | +4.8% | +90.3% | -85.5% | -9.1% |
| 10Y | +147.1% | +100.1% | +47.0% | +97.9% |
| All | +2,039.8% | +1,502.7% | +537.1% | +1,215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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