+1,232.7%
VST vs HUM
+145.6%
+1,087.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +5.8% | +3.7% | +2.0% | +5.2% |
| 3M | +3.5% | +10.4% | -6.9% | +2.1% |
| 6M | -7.4% | +125.7% | -133.1% | -18.1% |
| YTD | -6.1% | +57.3% | -63.4% | -12.8% |
| 1Y | -21.6% | +48.6% | -70.2% | -27.0% |
| 3Y | +357.2% | -11.3% | +368.5% | +359.0% |
| 5Y | +777.0% | +0.8% | +776.2% | +724.7% |
| All | +1,232.7% | +145.6% | +1,087.2% | +1,019.2% |
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