+222.3%
VT vs HUM
+149.1%
+73.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.0% | +2.1% | -1.1% | +0.6% |
| 30D | -0.2% | +4.7% | -4.9% | -1.1% |
| 3M | +4.5% | +13.5% | -9.0% | +2.0% |
| 6M | +14.1% | +126.7% | -112.6% | -2.4% |
| YTD | +14.8% | +58.5% | -43.8% | +4.0% |
| 1Y | +21.2% | +31.7% | -10.6% | +13.2% |
| 3Y | +76.6% | -10.6% | +87.2% | +75.6% |
| 5Y | +66.6% | +2.5% | +64.1% | +54.4% |
| 10Y | +222.3% | +148.7% | +73.6% | +141.5% |
| All | +222.3% | +149.1% | +73.2% | +141.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling