+6,012.9%
HON vs SAN
+1,723.1%
+4,289.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.9% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | +7.8% | -9.4% | +17.2% | +11.2% |
| 3M | -4.8% | -17.1% | +12.4% | +0.9% |
| 6M | -1.7% | +2.2% | -3.8% | -3.3% |
| YTD | +10.7% | +6.0% | +4.7% | +6.7% |
| 1Y | +7.8% | +12.7% | -4.9% | +1.7% |
| 3Y | +28.1% | +242.1% | -214.1% | -19.5% |
| 5Y | +12.2% | +293.6% | -281.4% | -35.5% |
| 10Y | +155.7% | +266.1% | -110.4% | +40.9% |
| All | +6,012.9% | +1,723.1% | +4,289.8% | +1,582.5% |
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