+64.4%
VZ vs HUM
+148.3%
-83.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | +5.8% | +3.7% | +2.0% | +5.3% |
| 3M | +10.5% | +10.4% | +0.1% | +9.2% |
| 6M | +1.8% | +125.7% | -124.0% | -7.3% |
| YTD | +28.3% | +57.3% | -29.1% | +21.2% |
| 1Y | +22.0% | +48.6% | -26.7% | +15.6% |
| 3Y | +81.8% | -11.3% | +93.2% | +82.4% |
| 5Y | +25.3% | +0.8% | +24.5% | +20.8% |
| 10Y | +64.4% | +146.7% | -82.3% | +42.9% |
| All | +64.4% | +148.3% | -83.9% | +42.9% |
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