+132.1%
HON vs SFM
+268.6%
-136.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -2.6% | -8.8% | +6.1% | -1.7% |
| 30D | -11.9% | -14.5% | +2.6% | -10.5% |
| 3M | -6.1% | -16.8% | +10.8% | -4.4% |
| 6M | -19.2% | -5.3% | -13.8% | -19.3% |
| YTD | +0.2% | -9.4% | +9.5% | +0.3% |
| 1Y | -1.5% | -46.2% | +44.7% | +4.5% |
| 3Y | +17.9% | +81.3% | -63.3% | +5.6% |
| 5Y | +1.9% | +211.9% | -209.9% | -16.2% |
| All | +132.1% | +268.6% | -136.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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