-95.3%
HUMA vs VT
+94.6%
-189.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -3.3% |
| 7D | +14.3% | +0.4% | +14.0% | +14.1% |
| 30D | +12.3% | -2.6% | +14.9% | +19.1% |
| 3M | -36.6% | -3.2% | -33.4% | -32.1% |
| 6M | -57.1% | +0.9% | -58.0% | -57.1% |
| YTD | -52.7% | +11.3% | -64.0% | -59.6% |
| 1Y | -65.8% | +14.0% | -79.8% | -71.9% |
| 3Y | -79.4% | +75.8% | -155.3% | -90.5% |
| 5Y | -95.7% | +57.8% | -153.5% | -97.7% |
| All | -95.3% | +94.6% | -189.9% | -97.8% |
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