-18.8%
SAP vs HUM
+47.4%
-66.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -1.8% | +7.5% | -9.3% | -2.1% |
| 3M | +20.9% | +10.2% | +10.7% | +19.9% |
| 6M | +7.0% | +132.5% | -125.5% | +1.0% |
| YTD | -13.7% | +57.6% | -71.4% | -16.2% |
| All | -18.8% | +47.4% | -66.3% | -20.5% |
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