+132.1%
HON vs SM
+23.2%
+108.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -2.6% | +2.1% | -4.8% | -2.8% |
| 30D | -11.9% | +18.1% | -30.0% | -13.3% |
| 3M | -6.1% | +17.0% | -23.1% | -7.9% |
| 6M | -19.2% | +55.4% | -74.6% | -23.5% |
| YTD | +0.2% | +108.6% | -108.4% | -8.2% |
| 1Y | -1.5% | +45.7% | -47.2% | -6.6% |
| 3Y | +17.9% | -0.3% | +18.3% | +13.8% |
| 5Y | +1.9% | +113.0% | -111.1% | -11.2% |
| All | +132.1% | +23.2% | +108.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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