+5,634.3%
HON vs SAN
+2,116.5%
+3,517.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -3.6% | +1.8% | -5.4% | -4.2% |
| 30D | -15.3% | +2.0% | -17.2% | -15.9% |
| 3M | -7.9% | +19.7% | -27.6% | -13.6% |
| 6M | -18.1% | +30.6% | -48.7% | -25.6% |
| YTD | +3.8% | +28.8% | -25.0% | -5.9% |
| 1Y | +0.5% | +57.8% | -57.3% | -15.2% |
| 3Y | +19.8% | +338.1% | -318.4% | -30.6% |
| 5Y | +2.9% | +384.2% | -381.3% | -44.7% |
| 10Y | +134.6% | +353.2% | -218.5% | +20.5% |
| All | +5,634.3% | +2,116.5% | +3,517.9% | +1,384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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