-38.0%
VG vs HUM
+41.2%
-79.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.1% |
| 7D | -2.5% | +2.1% | -4.6% | -3.0% |
| 30D | +11.1% | +4.7% | +6.4% | +10.0% |
| 3M | +14.9% | +13.5% | +1.4% | +11.7% |
| 6M | +18.4% | +126.7% | -108.3% | +2.7% |
| YTD | +116.6% | +58.5% | +58.0% | +98.3% |
| 1Y | +9.4% | +31.7% | -22.4% | +4.0% |
| All | -38.0% | +41.2% | -79.2% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling