-1.5%
HON vs SFM
-46.9%
+45.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -2.6% | -8.8% | +6.1% | -2.5% |
| 30D | -11.9% | -14.5% | +2.6% | -11.7% |
| 3M | -6.1% | -16.8% | +10.8% | -5.8% |
| 6M | -19.2% | -5.3% | -13.8% | -19.3% |
| YTD | +0.2% | -9.4% | +9.5% | +0.1% |
| 1Y | -1.5% | -46.2% | +44.7% | +1.9% |
| All | -1.5% | -46.9% | +45.4% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling