+34.4%
HON vs SITM
+4,437.5%
-4,403.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -0.6% | +3.7% | -4.3% | -0.9% |
| 30D | -15.4% | -14.5% | -0.9% | -14.2% |
| 3M | -9.1% | -10.6% | +1.4% | -9.2% |
| 6M | -17.1% | +65.5% | -82.6% | -23.0% |
| YTD | +1.5% | +67.0% | -65.5% | -6.4% |
| 1Y | -1.3% | +138.6% | -139.9% | -13.1% |
| 3Y | +19.5% | +421.8% | -402.3% | -8.1% |
| 5Y | +3.1% | +172.4% | -169.4% | -20.6% |
| All | +34.4% | +4,437.5% | -4,403.1% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling