+8.5%
HON vs SM
+84.2%
-75.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.4% | +9.4% | -8.0% | +2.7% |
| 30D | +7.5% | -14.4% | +21.9% | +5.4% |
| 3M | -4.3% | +1.6% | -5.9% | -3.5% |
| 6M | -1.5% | +6.3% | -7.9% | +0.5% |
| YTD | +10.5% | +78.8% | -68.2% | +9.7% |
| 1Y | +8.5% | +83.1% | -74.6% | +7.7% |
| All | +8.5% | +84.2% | -75.7% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling