+155.8%
HON vs SBAC
+114.8%
+41.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +7.5% | +5.5% | +2.0% | +5.9% |
| 3M | -4.3% | +3.1% | -7.4% | -5.4% |
| 6M | -1.5% | -7.0% | +5.5% | -0.5% |
| YTD | +10.5% | +0.5% | +10.0% | +8.5% |
| 1Y | +8.5% | +0.2% | +8.3% | +6.6% |
| 3Y | +28.0% | -7.4% | +35.4% | +26.2% |
| 5Y | +12.0% | -39.7% | +51.7% | +24.2% |
| All | +155.8% | +114.8% | +41.0% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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