+1,963.9%
HON vs SAP
+2,439.8%
-475.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.4% | -2.5% | +2.1% | +0.3% |
| 30D | +8.6% | +7.5% | +1.1% | +6.3% |
| 3M | -0.8% | +11.6% | -12.4% | -4.2% |
| 6M | -0.1% | +37.6% | -37.7% | -10.0% |
| YTD | +12.8% | -2.0% | +14.7% | +10.4% |
| 1Y | +10.4% | -6.4% | +16.8% | +9.5% |
| 3Y | +30.5% | +67.7% | -37.2% | +7.3% |
| 5Y | +15.0% | +75.7% | -60.7% | -8.0% |
| 10Y | +160.5% | +229.3% | -68.8% | +70.4% |
| All | +1,963.9% | +2,439.8% | -475.9% | +723.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling