+960.1%
HON vs SIMO
+2,368.1%
-1,408.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -8.9% | -1.5% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +8.6% | -25.4% | +34.0% | +12.2% |
| 3M | -0.8% | -17.8% | +17.0% | +0.2% |
| 6M | -0.1% | -29.6% | +29.5% | +1.3% |
| YTD | +12.8% | +100.3% | -87.5% | -5.0% |
| 1Y | +10.4% | +100.4% | -89.9% | -7.1% |
| 3Y | +30.5% | +246.1% | -215.6% | -1.8% |
| 5Y | +15.0% | +189.8% | -174.8% | -13.8% |
| 10Y | +160.5% | +434.6% | -274.1% | +68.2% |
| All | +960.1% | +2,368.1% | -1,408.0% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling