+2,486.9%
VRT vs HUM
+38.1%
+2,448.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.2% |
| 7D | -8.4% | +2.1% | -10.4% | -8.7% |
| 30D | -10.9% | +5.4% | -16.2% | -11.7% |
| 3M | -13.7% | +11.4% | -25.1% | -15.4% |
| 6M | -4.1% | +141.5% | -145.6% | -19.3% |
| YTD | +58.7% | +61.2% | -2.4% | +43.1% |
| 1Y | +89.6% | +49.2% | +40.5% | +72.5% |
| 3Y | +558.1% | -9.0% | +567.2% | +557.9% |
| 5Y | +953.0% | +7.2% | +945.8% | +865.6% |
| All | +2,486.9% | +38.1% | +2,448.7% | +1,897.7% |
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