+4.0%
HON vs SAP
+56.2%
-52.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | -15.2% | +2.6% | -17.8% | -15.7% |
| 3M | -6.0% | +16.3% | -22.2% | -9.0% |
| 6M | -14.9% | +6.4% | -21.3% | -16.2% |
| YTD | +3.2% | -11.4% | +14.6% | +5.5% |
| 1Y | 0.0% | -20.4% | +20.4% | +5.5% |
| 3Y | +21.5% | +56.5% | -35.0% | +0.9% |
| 5Y | +4.0% | +56.8% | -52.7% | -18.8% |
| All | +4.0% | +56.2% | -52.2% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling