+228.7%
VTV vs HUM
+152.7%
+76.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | +0.3% |
| 7D | -1.1% | +2.1% | -3.2% | -1.5% |
| 30D | -1.0% | +5.4% | -6.4% | -2.1% |
| 3M | +4.6% | +11.4% | -6.8% | +2.0% |
| 6M | +13.5% | +141.5% | -128.0% | -6.5% |
| YTD | +18.5% | +61.2% | -42.7% | +5.4% |
| 1Y | +22.9% | +49.2% | -26.3% | +10.5% |
| 3Y | +67.8% | -9.0% | +76.9% | +65.8% |
| 5Y | +81.8% | +7.2% | +74.7% | +64.8% |
| All | +228.7% | +152.7% | +76.0% | +134.8% |
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