+966.4%
HON vs SIMO
+2,204.4%
-1,238.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.3% |
| 7D | +2.3% | -8.5% | +10.8% | +3.4% |
| 30D | +10.2% | -34.8% | +45.1% | +16.1% |
| 3M | -6.7% | -32.8% | +26.1% | -3.0% |
| 6M | +3.3% | -32.0% | +35.4% | +5.3% |
| YTD | +13.4% | +87.0% | -73.6% | -3.5% |
| 1Y | +14.7% | +86.1% | -71.4% | -2.5% |
| 3Y | +33.4% | +226.4% | -193.0% | +1.3% |
| 5Y | +12.7% | +172.1% | -159.4% | -14.7% |
| 10Y | +164.1% | +408.0% | -243.9% | +71.8% |
| All | +966.4% | +2,204.4% | -1,238.0% | +301.0% |
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