+14.6%
HUM vs BTSG
+382.3%
-367.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +1.1% |
| 7D | -1.4% | -5.8% | +4.4% | -0.6% |
| 30D | +7.5% | 0.0% | +7.5% | +7.4% |
| 3M | +10.2% | -4.5% | +14.7% | +10.4% |
| 6M | +132.5% | +40.0% | +92.5% | +118.9% |
| YTD | +57.6% | +54.6% | +3.1% | +46.2% |
| 1Y | +48.6% | +106.1% | -57.5% | +32.1% |
| All | +14.6% | +382.3% | -367.7% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling