+1,800.4%
HON vs SAP
+2,233.8%
-433.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | -3.6% | -2.9% | -0.7% | -2.8% |
| 30D | -15.3% | +9.0% | -24.3% | -17.5% |
| 3M | -7.9% | +14.9% | -22.8% | -12.2% |
| 6M | -18.1% | +11.9% | -30.0% | -21.8% |
| YTD | +3.8% | -9.9% | +13.7% | +4.3% |
| 1Y | +0.5% | -19.5% | +20.0% | +4.2% |
| 3Y | +19.8% | +61.8% | -42.0% | -0.4% |
| 5Y | +2.9% | +56.2% | -53.3% | -14.8% |
| 10Y | +134.6% | +180.6% | -46.0% | +60.7% |
| All | +1,800.4% | +2,233.8% | -433.4% | +677.7% |
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