-46.6%
VG vs HUM
+56.7%
-103.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.1% |
| 7D | +5.5% | +6.9% | -1.4% | +4.0% |
| 30D | -3.6% | +3.2% | -6.8% | -4.3% |
| 3M | -4.0% | +20.0% | -24.0% | -8.0% |
| 6M | +9.4% | +63.5% | -54.1% | -1.1% |
| YTD | +86.6% | +75.9% | +10.7% | +66.6% |
| 1Y | +69.5% | +85.7% | -16.2% | +49.3% |
| All | -46.6% | +56.7% | -103.3% | -49.9% |
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