+113.0%
VWO vs HUM
+152.7%
-39.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.4% |
| 7D | -1.8% | +2.1% | -3.8% | -2.0% |
| 30D | -0.1% | +5.4% | -5.5% | -0.8% |
| 3M | +2.2% | +11.4% | -9.2% | +0.7% |
| 6M | +8.8% | +141.5% | -132.8% | -3.5% |
| YTD | +12.4% | +61.2% | -48.8% | +4.6% |
| 1Y | +15.6% | +49.2% | -33.6% | +8.3% |
| 3Y | +62.5% | -9.0% | +71.6% | +62.6% |
| 5Y | +34.3% | +7.2% | +27.1% | +25.4% |
| All | +113.0% | +152.7% | -39.7% | +66.3% |
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