+37,066.6%
VLO vs HUM
+5,584.1%
+31,482.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +5.8% | +2.1% | +3.7% | +5.4% |
| 30D | +28.3% | +4.7% | +23.6% | +27.2% |
| 3M | +48.7% | +13.5% | +35.2% | +45.0% |
| 6M | +71.9% | +126.7% | -54.8% | +47.3% |
| YTD | +138.7% | +58.5% | +80.1% | +116.5% |
| 1Y | +148.5% | +31.7% | +116.7% | +131.1% |
| 3Y | +192.7% | -10.6% | +203.3% | +184.0% |
| 5Y | +601.6% | +2.5% | +599.1% | +553.1% |
| 10Y | +900.2% | +148.7% | +751.5% | +695.4% |
| All | +37,066.6% | +5,584.1% | +31,482.5% | +17,041.1% |
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