-9.0%
HUM vs BTDR
+4.4%
-13.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.5% | +2.2% |
| 7D | +2.1% | -3.4% | +5.4% | +2.1% |
| 30D | +5.4% | +32.6% | -27.2% | +4.7% |
| 3M | +11.4% | -32.2% | +43.7% | +11.8% |
| 6M | +141.5% | +52.4% | +89.1% | +138.4% |
| YTD | +61.2% | +6.7% | +54.5% | +59.8% |
| 1Y | +49.2% | -15.2% | +64.4% | +48.3% |
| 3Y | -9.0% | +14.9% | -23.9% | -10.7% |
| All | -9.0% | +4.4% | -13.4% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling