-9.0%
HUM vs FBTC
+59.7%
-68.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -1.4% | -5.8% | +4.4% | -1.1% |
| 30D | +7.5% | +21.4% | -13.9% | +6.4% |
| 3M | +10.2% | +24.5% | -14.3% | +8.9% |
| 6M | +132.5% | +9.9% | +122.6% | +130.7% |
| YTD | +57.6% | -12.0% | +69.7% | +58.3% |
| 1Y | +48.6% | -32.3% | +80.9% | +52.0% |
| All | -9.0% | +59.7% | -68.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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