+3.8%
HON vs S
-57.1%
+60.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | -13.8% | -11.4% | -2.3% | -13.1% |
| 3M | -11.7% | +33.8% | -45.5% | -13.9% |
| 6M | -18.7% | +39.5% | -58.2% | -21.3% |
| YTD | +0.2% | +31.7% | -31.4% | -2.7% |
| 1Y | -3.1% | +7.0% | -10.0% | -4.4% |
| 3Y | +17.0% | +11.8% | +5.2% | +13.4% |
| 5Y | +2.0% | -69.0% | +71.0% | +1.8% |
| All | +3.8% | -57.1% | +60.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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