+379.1%
V vs HUM
+152.7%
+226.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.4% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | +3.1% | +5.4% | -2.3% | +1.8% |
| 3M | +16.3% | +11.4% | +4.9% | +13.0% |
| 6M | +20.4% | +141.5% | -121.1% | -3.3% |
| YTD | +6.3% | +61.2% | -54.9% | -6.9% |
| 1Y | +8.7% | +49.2% | -40.4% | -3.6% |
| 3Y | +53.3% | -9.0% | +62.3% | +50.9% |
| 5Y | +71.1% | +7.2% | +63.9% | +52.8% |
| All | +379.1% | +152.7% | +226.4% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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