+5,695.2%
HUM vs VTRS
+553.2%
+5,142.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +2.1% | -2.2% | +4.2% | +2.5% |
| 30D | +5.4% | +3.3% | +2.1% | +4.7% |
| 3M | +11.4% | +2.0% | +9.4% | +10.7% |
| 6M | +141.5% | +19.9% | +121.6% | +132.1% |
| YTD | +61.2% | +35.7% | +25.5% | +50.5% |
| 1Y | +49.2% | +68.1% | -18.9% | +33.4% |
| 3Y | -9.0% | +87.1% | -96.1% | -21.9% |
| 5Y | +7.2% | +47.6% | -40.5% | -5.7% |
| 10Y | +152.7% | -48.2% | +200.9% | +156.2% |
| All | +5,695.2% | +553.2% | +5,142.0% | +2,808.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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