+80.7%
SAP vs HUM
+6.2%
+74.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.3% |
| 7D | +0.6% | +3.7% | -3.1% | +0.4% |
| 30D | +6.5% | +5.5% | +1.0% | +6.1% |
| 3M | +12.2% | +17.1% | -4.9% | +10.9% |
| 6M | +46.1% | +48.3% | -2.2% | +41.4% |
| YTD | -1.6% | +77.4% | -79.0% | -6.4% |
| 1Y | -5.1% | +92.6% | -97.7% | -10.4% |
| 3Y | +68.4% | -6.1% | +74.5% | +70.3% |
| All | +80.7% | +6.2% | +74.5% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling