+152.3%
HUM vs VYM
+209.2%
-56.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.7% |
| 7D | +2.1% | -0.8% | +2.9% | +2.7% |
| 30D | +5.4% | -2.2% | +7.6% | +7.4% |
| 3M | +11.4% | +3.1% | +8.3% | +8.6% |
| 6M | +141.5% | +9.7% | +131.8% | +123.1% |
| YTD | +61.2% | +14.9% | +46.3% | +43.2% |
| 1Y | +49.2% | +17.6% | +31.6% | +30.2% |
| 3Y | -9.0% | +65.3% | -74.3% | -41.1% |
| 5Y | +7.2% | +78.7% | -71.5% | -36.3% |
| All | +152.3% | +209.2% | -56.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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