+521.6%
HON vs SBAC
+2,199.0%
-1,677.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | -15.2% | +3.2% | -18.4% | -15.5% |
| 3M | -6.0% | -5.1% | -0.9% | -5.5% |
| 6M | -14.9% | -2.1% | -12.8% | -15.2% |
| YTD | +3.2% | -0.5% | +3.7% | +2.5% |
| 1Y | 0.0% | +1.1% | -1.1% | -0.9% |
| 3Y | +21.5% | -7.4% | +28.9% | +20.9% |
| 5Y | +4.0% | -44.3% | +48.4% | +9.9% |
| 10Y | +138.4% | +77.6% | +60.8% | +116.4% |
| All | +521.6% | +2,199.0% | -1,677.4% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling