+98.0%
VCIT vs HUM
+1,025.7%
-927.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.3% | +4.2% | -4.5% | -0.4% |
| 30D | -0.8% | +10.4% | -11.1% | -0.8% |
| 3M | -1.0% | +15.1% | -16.1% | -1.1% |
| 6M | -1.8% | +120.9% | -122.8% | -2.4% |
| YTD | -0.7% | +57.9% | -58.6% | -1.1% |
| 1Y | +1.0% | +30.6% | -29.6% | +0.7% |
| 3Y | +18.8% | -9.6% | +28.5% | +18.8% |
| 5Y | +3.5% | +1.6% | +1.9% | +3.2% |
| 10Y | +29.2% | +146.4% | -117.2% | +29.5% |
| All | +98.0% | +1,025.7% | -927.8% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling