+977.6%
VRT vs HUM
+6.5%
+971.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.4% |
| 7D | -8.4% | +2.1% | -10.4% | -8.5% |
| 30D | -10.9% | +5.4% | -16.2% | -11.2% |
| 3M | -13.7% | +11.4% | -25.1% | -14.3% |
| 6M | -4.1% | +141.5% | -145.6% | -9.7% |
| YTD | +58.7% | +61.2% | -2.4% | +53.6% |
| 1Y | +89.6% | +49.2% | +40.5% | +84.4% |
| 3Y | +558.1% | -9.0% | +567.2% | +586.7% |
| All | +977.6% | +6.5% | +971.0% | +919.3% |
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