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  • VGT vs HUM✓SelectedUSD · HUMVGT vs HUM performance historyLatest closeAs of-1.04%09/10
Stock and ETF performance explorer

VGT vs HUM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,235.4%
HUM return
+1,871.1%
Excess return
+364.2%
Maximum drawdown
-54.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioHUMExcessAlpha
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