+3.3%
HON vs SGI
+50.6%
-47.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -15.4% | +5.5% | -20.9% | -16.6% |
| 3M | -9.1% | -3.6% | -5.5% | -8.6% |
| 6M | -17.1% | -15.0% | -2.0% | -14.6% |
| YTD | +1.5% | -23.0% | +24.5% | +6.6% |
| 1Y | -1.3% | -18.4% | +17.1% | +1.9% |
| 3Y | +19.5% | +57.8% | -38.2% | +4.6% |
| All | +3.3% | +50.6% | -47.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling