+137.9%
VGT vs HUM
+6.5%
+131.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +1.0% |
| 7D | -0.2% | +2.1% | -2.2% | -0.3% |
| 30D | -0.4% | +5.4% | -5.8% | -0.9% |
| 3M | +4.4% | +11.4% | -7.0% | +3.4% |
| 6M | +32.1% | +141.5% | -109.4% | +22.7% |
| YTD | +28.8% | +61.2% | -32.4% | +23.1% |
| 1Y | +35.3% | +49.2% | -13.8% | +30.0% |
| 3Y | +124.8% | -9.0% | +133.8% | +125.8% |
| All | +137.9% | +6.5% | +131.4% | +118.8% |
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