+1,245.4%
VUG vs HUM
+1,882.7%
-637.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.9% | +2.1% | -1.2% | +0.4% |
| 30D | -1.4% | +4.7% | -6.1% | -2.4% |
| 3M | +2.3% | +13.5% | -11.2% | -0.6% |
| 6M | +15.7% | +126.7% | -111.0% | -3.4% |
| YTD | +8.6% | +58.5% | -49.9% | -3.2% |
| 1Y | +14.1% | +31.7% | -17.7% | +4.9% |
| 3Y | +87.9% | -10.6% | +98.5% | +82.1% |
| 5Y | +76.3% | +2.5% | +73.8% | +62.1% |
| 10Y | +409.7% | +148.7% | +261.0% | +272.4% |
| All | +1,245.4% | +1,882.7% | -637.3% | +465.7% |
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