+588.7%
VLO vs HUM
+6.5%
+582.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.1% |
| 7D | +5.3% | +2.1% | +3.3% | +5.2% |
| 30D | +18.2% | +5.4% | +12.8% | +17.8% |
| 3M | +53.3% | +11.4% | +41.9% | +52.0% |
| 6M | +70.4% | +141.5% | -71.1% | +60.0% |
| YTD | +143.4% | +61.2% | +82.2% | +134.3% |
| 1Y | +153.0% | +49.2% | +103.8% | +144.4% |
| 3Y | +195.0% | -9.0% | +204.0% | +195.5% |
| All | +588.7% | +6.5% | +582.1% | +549.6% |
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