+17.2%
HUM vs BTSG
+389.4%
-372.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +2.1% | -3.3% | +5.4% | +2.5% |
| 30D | +5.4% | -1.6% | +7.0% | +5.5% |
| 3M | +11.4% | -6.9% | +18.3% | +12.1% |
| 6M | +141.5% | +42.1% | +99.4% | +126.8% |
| YTD | +61.2% | +56.8% | +4.4% | +49.2% |
| 1Y | +49.2% | +109.8% | -60.7% | +32.3% |
| All | +17.2% | +389.4% | -372.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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