+2,194.5%
SAP vs HUM
+2,228.4%
-33.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -0.3% | +2.1% | -2.3% | -0.6% |
| 30D | +2.6% | +4.7% | -2.1% | +1.7% |
| 3M | +16.3% | +13.5% | +2.8% | +13.3% |
| 6M | +6.4% | +126.7% | -120.3% | -8.3% |
| YTD | -11.4% | +58.5% | -70.0% | -19.4% |
| 1Y | -20.4% | +31.7% | -52.1% | -25.7% |
| 3Y | +56.5% | -10.6% | +67.1% | +52.0% |
| 5Y | +56.8% | +2.5% | +54.3% | +46.6% |
| 10Y | +176.2% | +148.7% | +27.5% | +116.5% |
| All | +2,194.5% | +2,228.4% | -33.9% | +882.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling