-5.9%
SAP vs HUM
+51.1%
-57.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.3% | +1.6% | -0.3% | +1.3% |
| 30D | +15.5% | +3.5% | +12.0% | +15.4% |
| 3M | +22.8% | +15.5% | +7.3% | +22.2% |
| 6M | +42.5% | +76.2% | -33.7% | +37.8% |
| YTD | +0.5% | +64.5% | -64.0% | -2.0% |
| 1Y | -5.9% | +50.0% | -56.0% | -7.3% |
| All | -5.9% | +51.1% | -57.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling