+924.9%
VLO vs HUM
+152.7%
+772.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.7% |
| 7D | +5.3% | +2.1% | +3.3% | +4.8% |
| 30D | +18.2% | +5.4% | +12.8% | +16.6% |
| 3M | +53.3% | +11.4% | +41.9% | +48.6% |
| 6M | +70.4% | +141.5% | -71.1% | +34.1% |
| YTD | +143.4% | +61.2% | +82.2% | +110.8% |
| 1Y | +153.0% | +49.2% | +103.8% | +121.6% |
| 3Y | +195.0% | -9.0% | +204.0% | +190.9% |
| 5Y | +618.8% | +7.2% | +611.6% | +522.3% |
| All | +924.9% | +152.7% | +772.2% | +536.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling