+165.8%
VXUS vs HUM
+759.9%
-594.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +2.1% | +3.7% | -1.6% | +1.5% |
| 30D | -1.1% | +5.5% | -6.6% | -2.1% |
| 3M | -5.6% | +17.1% | -22.8% | -8.4% |
| 6M | -2.3% | +48.3% | -50.5% | -9.2% |
| YTD | +10.4% | +77.4% | -67.0% | -1.8% |
| 1Y | +13.1% | +92.6% | -79.5% | -1.0% |
| 3Y | +68.0% | -6.1% | +74.1% | +64.8% |
| 5Y | +45.8% | +6.2% | +39.6% | +35.5% |
| 10Y | +144.7% | +153.6% | -8.9% | +77.6% |
| All | +165.8% | +759.9% | -594.1% | +27.6% |
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