+132.3%
HON vs SCHG
+459.0%
-326.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -3.5% | -1.0% | -2.4% | -2.8% |
| 30D | -13.8% | -1.3% | -12.5% | -13.1% |
| 3M | -11.7% | +5.4% | -17.1% | -14.8% |
| 6M | -18.7% | +14.4% | -33.1% | -25.7% |
| YTD | +0.2% | +8.0% | -7.8% | -5.0% |
| 1Y | -3.1% | +12.7% | -15.8% | -10.9% |
| 3Y | +17.0% | +85.6% | -68.6% | -25.0% |
| 5Y | +2.0% | +85.5% | -83.5% | -35.8% |
| All | +132.3% | +459.0% | -326.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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