+171.9%
SAP vs HUM
+152.7%
+19.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | -4.1% | +2.1% | -6.1% | -4.4% |
| 30D | +1.1% | +5.4% | -4.3% | +0.2% |
| 3M | +26.1% | +11.4% | +14.7% | +23.4% |
| 6M | +9.8% | +141.5% | -131.7% | -6.7% |
| YTD | -13.6% | +61.2% | -74.8% | -21.6% |
| 1Y | -18.7% | +49.2% | -67.8% | -25.5% |
| 3Y | +54.1% | -9.0% | +63.2% | +52.7% |
| 5Y | +54.7% | +7.2% | +47.6% | +42.5% |
| All | +171.9% | +152.7% | +19.2% | +108.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling