+155.8%
HON vs SIMO
+394.4%
-238.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.5% |
| 7D | +1.4% | +4.1% | -2.7% | +0.9% |
| 30D | +7.5% | -24.0% | +31.5% | +10.2% |
| 3M | -4.3% | -31.8% | +27.4% | -1.4% |
| 6M | -1.5% | -36.9% | +35.3% | +0.8% |
| YTD | +10.5% | +84.8% | -74.3% | -5.5% |
| 1Y | +8.5% | +99.0% | -90.4% | -8.4% |
| 3Y | +28.0% | +217.9% | -189.9% | -3.0% |
| 5Y | +12.0% | +171.5% | -159.4% | -16.0% |
| All | +155.8% | +394.4% | -238.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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