+120.6%
VLO vs HUM
+51.1%
+69.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.7% |
| 7D | -6.0% | +1.6% | -7.5% | -6.0% |
| 30D | -12.9% | +3.5% | -16.4% | -13.1% |
| 3M | +18.3% | +15.5% | +2.8% | +16.9% |
| 6M | +46.4% | +76.2% | -29.8% | +40.6% |
| YTD | +127.7% | +64.5% | +63.2% | +120.4% |
| 1Y | +120.6% | +50.0% | +70.6% | +113.8% |
| All | +120.6% | +51.1% | +69.5% | +113.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling