+267.5%
HON vs SFM
+48.8%
+218.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | +1.4% | +6.0% | -4.6% | +0.8% |
| 30D | +7.5% | -19.5% | +26.9% | +9.4% |
| 3M | -4.3% | -37.0% | +32.7% | -0.2% |
| 6M | -1.5% | -41.0% | +39.5% | +3.2% |
| YTD | +10.5% | -34.6% | +45.2% | +14.0% |
| 1Y | +8.5% | -36.3% | +44.8% | +12.2% |
| 3Y | +28.0% | +24.5% | +3.5% | +19.4% |
| 5Y | +12.0% | +115.9% | -103.9% | -3.8% |
| 10Y | +155.4% | +139.5% | +15.9% | +109.3% |
| All | +267.5% | +48.8% | +218.7% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling