+20.4%
HON vs SFM
+90.5%
-70.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.3% |
| 7D | -0.8% | -5.8% | +5.0% | -0.5% |
| 30D | -15.2% | -11.4% | -3.8% | -14.6% |
| 3M | -6.0% | -12.2% | +6.2% | -5.3% |
| 6M | -14.9% | -5.2% | -9.7% | -15.0% |
| YTD | +3.2% | -4.5% | +7.6% | +2.9% |
| 1Y | 0.0% | -45.4% | +45.4% | +5.2% |
| All | +20.4% | +90.5% | -70.1% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling