+4.0%
HON vs SIMO
+297.1%
-293.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.1% |
| 7D | -0.8% | +14.6% | -15.4% | -1.9% |
| 30D | -15.2% | +6.2% | -21.4% | -15.7% |
| 3M | -6.0% | +3.6% | -9.5% | -7.1% |
| 6M | -14.9% | +130.8% | -145.7% | -22.5% |
| YTD | +3.2% | +195.8% | -192.6% | -9.2% |
| 1Y | 0.0% | +225.0% | -225.0% | -13.3% |
| 3Y | +21.5% | +452.3% | -430.8% | -3.0% |
| 5Y | +4.0% | +303.6% | -299.6% | -14.8% |
| All | +4.0% | +297.1% | -293.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling