-94.0%
HUMA vs VT
+99.4%
-193.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -1.5% |
| 7D | -3.0% | -0.1% | -2.9% | -2.8% |
| 30D | -22.3% | -0.7% | -21.6% | -21.3% |
| 3M | -58.3% | +4.0% | -62.3% | -61.4% |
| 6M | -51.8% | +12.3% | -64.0% | -60.2% |
| YTD | -39.8% | +14.0% | -53.8% | -51.2% |
| 1Y | -61.4% | +20.3% | -81.7% | -70.8% |
| 3Y | -84.7% | +75.4% | -160.2% | -93.1% |
| 5Y | -95.8% | +66.0% | -161.8% | -97.9% |
| All | -94.0% | +99.4% | -193.4% | -97.3% |
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