+566.1%
HON vs SBAC
+2,222.3%
-1,656.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +7.5% | +5.5% | +2.0% | +6.7% |
| 3M | -4.3% | +3.1% | -7.4% | -4.9% |
| 6M | -1.5% | -7.0% | +5.5% | -1.0% |
| YTD | +10.5% | +0.5% | +10.0% | +9.6% |
| 1Y | +8.5% | +0.2% | +8.3% | +7.6% |
| 3Y | +28.0% | -7.4% | +35.4% | +27.4% |
| 5Y | +12.0% | -39.7% | +51.7% | +17.0% |
| 10Y | +155.4% | +112.5% | +42.8% | +126.7% |
| All | +566.1% | +2,222.3% | -1,656.2% | +314.4% |
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