+12.0%
HON vs SBAC
-39.6%
+51.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +7.5% | +5.5% | +2.0% | +6.3% |
| 3M | -4.3% | +3.1% | -7.4% | -5.1% |
| 6M | -1.5% | -7.0% | +5.5% | -0.6% |
| YTD | +10.5% | +0.5% | +10.0% | +9.2% |
| 1Y | +8.5% | +0.2% | +8.3% | +7.3% |
| 3Y | +28.0% | -7.4% | +35.4% | +27.0% |
| All | +12.0% | -39.6% | +51.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling