+31.2%
VCIT vs HUM
+153.9%
-122.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -1.4% | +3.7% | -5.2% | -1.5% |
| 30D | +0.6% | +5.5% | -4.9% | +0.5% |
| 3M | -2.2% | +17.1% | -19.4% | -2.5% |
| 6M | -2.3% | +48.3% | -50.6% | -3.0% |
| YTD | -2.2% | +77.4% | -79.6% | -3.2% |
| 1Y | -1.4% | +92.6% | -93.9% | -2.6% |
| 3Y | +18.7% | -6.1% | +24.9% | +18.9% |
| 5Y | +3.6% | +6.2% | -2.7% | +3.0% |
| All | +31.2% | +153.9% | -122.7% | +29.4% |
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