+32.7%
HON vs SITM
+4,789.7%
-4,757.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -0.4% |
| 7D | -3.5% | +3.9% | -7.3% | -3.8% |
| 30D | -13.8% | -6.6% | -7.2% | -13.4% |
| 3M | -11.7% | -11.9% | +0.2% | -11.6% |
| 6M | -18.7% | +81.1% | -99.9% | -25.2% |
| YTD | +0.2% | +80.0% | -79.7% | -8.2% |
| 1Y | -3.1% | +145.8% | -148.9% | -14.9% |
| 3Y | +17.0% | +475.9% | -458.9% | -11.0% |
| 5Y | +2.0% | +189.2% | -187.2% | -21.9% |
| All | +32.7% | +4,789.7% | -4,757.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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