-3.1%
HON vs SM
+48.5%
-51.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.5% | +4.6% | -8.0% | -3.0% |
| 30D | -13.8% | +18.2% | -32.0% | -12.3% |
| 3M | -11.7% | +22.5% | -34.2% | -9.5% |
| 6M | -18.7% | +50.6% | -69.3% | -17.9% |
| YTD | +0.2% | +108.1% | -107.9% | -3.0% |
| 1Y | -3.1% | +46.0% | -49.1% | -4.5% |
| All | -3.1% | +48.5% | -51.6% | -4.5% |
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