+535.3%
VRT vs HUM
-11.4%
+546.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | -7.7% | -1.4% | -6.3% | -7.7% |
| 30D | -12.0% | +7.5% | -19.4% | -11.7% |
| 3M | -11.7% | +10.2% | -21.9% | -11.2% |
| 6M | -8.1% | +132.5% | -140.6% | -3.4% |
| YTD | +53.2% | +57.6% | -4.4% | +58.3% |
| 1Y | +81.7% | +48.6% | +33.1% | +87.4% |
| All | +535.3% | -11.4% | +546.6% | +501.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling