+166.9%
VEA vs HUM
+619.1%
-452.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -2.1% | -1.4% | -0.6% | -1.8% |
| 30D | -1.1% | +7.5% | -8.5% | -2.6% |
| 3M | +5.1% | +10.2% | -5.1% | +2.6% |
| 6M | +9.8% | +132.5% | -122.7% | -9.5% |
| YTD | +15.9% | +57.6% | -41.7% | +3.0% |
| 1Y | +24.6% | +48.6% | -24.0% | +11.3% |
| 3Y | +75.5% | -11.2% | +86.7% | +70.3% |
| 5Y | +59.4% | +4.8% | +54.6% | +44.5% |
| 10Y | +160.3% | +147.1% | +13.2% | +79.9% |
| All | +166.9% | +619.1% | -452.2% | +11.0% |
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