+359.1%
VST vs HUM
-11.4%
+370.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +9.9% | +2.1% | +7.8% | +10.0% |
| 30D | +7.9% | +4.7% | +3.2% | +8.3% |
| 3M | +3.4% | +13.5% | -10.1% | +4.5% |
| 6M | -4.1% | +126.7% | -130.8% | +1.8% |
| YTD | -5.7% | +58.5% | -64.2% | -1.7% |
| 1Y | -18.9% | +31.7% | -50.6% | -16.4% |
| 3Y | +359.1% | -10.6% | +369.7% | +321.4% |
| All | +359.1% | -11.4% | +370.5% | +321.4% |
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