+2,448.5%
SAP vs HUM
+2,504.9%
-56.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.1% |
| 7D | +0.6% | +3.7% | -3.1% | 0.0% |
| 30D | +6.5% | +5.5% | +1.0% | +5.4% |
| 3M | +12.2% | +17.1% | -4.9% | +8.9% |
| 6M | +46.1% | +48.3% | -2.2% | +35.6% |
| YTD | -1.6% | +77.4% | -79.0% | -12.5% |
| 1Y | -5.1% | +92.6% | -97.7% | -16.9% |
| 3Y | +68.4% | -6.1% | +74.5% | +62.1% |
| 5Y | +79.4% | +6.2% | +73.2% | +66.4% |
| 10Y | +230.5% | +153.6% | +76.8% | +157.5% |
| All | +2,448.5% | +2,504.9% | -56.4% | +967.6% |
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