+132.1%
HON vs SAP
+175.6%
-43.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -2.6% | -5.1% | +2.5% | -1.0% |
| 30D | -11.9% | -1.8% | -10.1% | -11.6% |
| 3M | -6.1% | +20.9% | -27.0% | -12.4% |
| 6M | -19.2% | +7.0% | -26.2% | -21.9% |
| YTD | +0.2% | -13.7% | +13.9% | +2.9% |
| 1Y | -1.5% | -19.6% | +18.1% | +3.8% |
| 3Y | +17.9% | +52.4% | -34.5% | -6.4% |
| 5Y | +1.9% | +54.4% | -52.5% | -21.5% |
| All | +132.1% | +175.6% | -43.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling