+5.3%
HUM vs BTG
+78.0%
-72.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.1% | -3.8% | +5.8% | +2.2% |
| 30D | +5.4% | +3.6% | +1.8% | +5.2% |
| 3M | +11.4% | +32.0% | -20.6% | +10.2% |
| 6M | +141.5% | +3.4% | +138.1% | +140.0% |
| YTD | +61.2% | +20.8% | +40.4% | +58.6% |
| 1Y | +49.2% | +22.4% | +26.7% | +46.3% |
| 3Y | -9.0% | +91.7% | -100.8% | -13.3% |
| All | +5.3% | +78.0% | -72.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling