+132.5%
HUM vs BTG
+0.7%
+131.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -1.4% | -5.5% | +4.0% | -0.9% |
| 30D | +7.5% | +6.1% | +1.4% | +6.9% |
| 3M | +10.2% | +38.6% | -28.4% | +7.0% |
| 6M | +132.5% | +0.7% | +131.9% | +133.4% |
| All | +132.5% | +0.7% | +131.9% | +133.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling