+2,235.4%
VGT vs HUM
+1,871.1%
+364.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -0.4% | +7.5% | -7.9% | -2.0% |
| 3M | +6.6% | +10.2% | -3.6% | +4.2% |
| 6M | +31.0% | +132.5% | -101.5% | +9.1% |
| YTD | +27.2% | +57.6% | -30.4% | +13.6% |
| 1Y | +34.5% | +48.6% | -14.1% | +20.8% |
| 3Y | +123.1% | -11.2% | +134.3% | +116.5% |
| 5Y | +135.1% | +4.8% | +130.3% | +115.0% |
| 10Y | +803.4% | +147.1% | +656.3% | +567.0% |
| All | +2,235.4% | +1,871.1% | +364.2% | +925.1% |
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