+138.4%
HON vs SIMO
+548.4%
-410.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | -0.6% | +14.5% | -15.1% | -2.2% |
| 30D | -15.4% | +20.4% | -35.8% | -17.5% |
| 3M | -9.1% | +7.1% | -16.3% | -11.2% |
| 6M | -17.1% | +129.2% | -146.3% | -28.3% |
| YTD | +1.5% | +201.9% | -200.4% | -16.6% |
| 1Y | -1.3% | +235.5% | -236.8% | -20.7% |
| 3Y | +19.5% | +463.8% | -444.3% | -13.7% |
| 5Y | +3.1% | +306.7% | -303.6% | -24.1% |
| 10Y | +138.4% | +579.5% | -441.1% | +39.3% |
| All | +138.4% | +548.4% | -410.0% | +39.3% |
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