+54.4%
SAP vs HUM
+0.5%
+53.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.1% | -1.4% | -3.7% | -5.0% |
| 30D | -1.8% | +7.5% | -9.3% | -2.3% |
| 3M | +20.9% | +10.2% | +10.7% | +19.8% |
| 6M | +7.0% | +132.5% | -125.5% | -0.5% |
| YTD | -13.7% | +57.6% | -71.4% | -17.3% |
| 1Y | -19.6% | +48.6% | -68.2% | -22.7% |
| 3Y | +52.4% | -11.2% | +63.6% | +53.5% |
| 5Y | +54.4% | +4.8% | +49.6% | +42.9% |
| All | +54.4% | +0.5% | +53.9% | +42.9% |
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