+152.3%
HUM vs BTI
+73.8%
+78.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +5.4% | -1.1% | +6.5% | +5.7% |
| 3M | +11.4% | -8.8% | +20.2% | +13.8% |
| 6M | +141.5% | -4.0% | +145.5% | +141.9% |
| YTD | +61.2% | +0.4% | +60.8% | +58.6% |
| 1Y | +49.2% | +1.9% | +47.2% | +45.8% |
| 3Y | -9.0% | +108.5% | -117.6% | -31.5% |
| 5Y | +7.2% | +118.5% | -111.4% | -21.7% |
| All | +152.3% | +73.8% | +78.5% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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