+1,058.9%
VST vs HUM
+169.5%
+889.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -2.5% |
| 7D | -6.0% | +4.8% | -10.9% | -6.6% |
| 30D | -18.8% | +1.6% | -20.4% | -19.0% |
| 3M | -8.0% | +13.8% | -21.8% | -9.8% |
| 6M | -10.9% | +60.0% | -71.0% | -16.8% |
| YTD | -18.3% | +72.7% | -91.0% | -25.2% |
| 1Y | -29.9% | +86.1% | -116.1% | -36.7% |
| 3Y | +290.3% | -7.8% | +298.2% | +294.1% |
| 5Y | +635.3% | +2.7% | +632.6% | +599.8% |
| 10Y | +1,162.4% | +147.3% | +1,015.1% | +968.9% |
| All | +1,058.9% | +169.5% | +889.4% | +859.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling