+663.9%
HON vs SCHG
+1,121.7%
-457.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -2.6% | -2.7% | +0.1% | -0.5% |
| 30D | -11.9% | -2.2% | -9.7% | -10.4% |
| 3M | -6.1% | +6.2% | -12.2% | -10.6% |
| 6M | -19.2% | +13.4% | -32.6% | -27.0% |
| YTD | +0.2% | +7.1% | -7.0% | -5.6% |
| 1Y | -1.5% | +12.5% | -14.0% | -11.1% |
| 3Y | +17.9% | +86.2% | -68.2% | -31.5% |
| 5Y | +1.9% | +83.9% | -82.0% | -42.3% |
| 10Y | +135.2% | +451.3% | -316.1% | -59.3% |
| All | +663.9% | +1,121.7% | -457.8% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling