+1,923.2%
HON vs SAP
+2,448.5%
-525.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +7.5% | +6.5% | +1.0% | +5.5% |
| 3M | -4.3% | +12.2% | -16.6% | -7.7% |
| 6M | -1.5% | +46.1% | -47.6% | -12.7% |
| YTD | +10.5% | -1.6% | +12.2% | +8.1% |
| 1Y | +8.5% | -5.1% | +13.7% | +7.2% |
| 3Y | +28.0% | +68.4% | -40.3% | +5.2% |
| 5Y | +12.0% | +79.4% | -67.4% | -10.9% |
| 10Y | +155.4% | +230.5% | -75.1% | +66.9% |
| All | +1,923.2% | +2,448.5% | -525.2% | +706.1% |
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