+71.6%
VZ vs HUM
+150.6%
-79.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +0.9% | +6.9% | -6.0% | +0.3% |
| 30D | +8.9% | +3.2% | +5.8% | +8.6% |
| 3M | +0.1% | +20.0% | -19.9% | -1.9% |
| 6M | +1.9% | +63.5% | -61.6% | -3.6% |
| YTD | +22.0% | +75.9% | -53.9% | +13.8% |
| 1Y | +22.1% | +85.7% | -63.6% | +13.1% |
| 3Y | +58.7% | -6.1% | +64.8% | +59.1% |
| 5Y | +22.3% | +5.1% | +17.2% | +18.1% |
| 10Y | +71.6% | +151.6% | -79.9% | +49.7% |
| All | +71.6% | +150.6% | -79.0% | +49.7% |
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 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