+21.5%
HON vs SM
-2.8%
+24.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.8% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | -15.2% | +31.5% | -46.7% | -16.4% |
| 3M | -6.0% | +17.3% | -23.3% | -6.9% |
| 6M | -14.9% | +48.5% | -63.4% | -18.4% |
| YTD | +3.2% | +106.3% | -103.1% | -5.6% |
| 1Y | 0.0% | +47.3% | -47.3% | -4.7% |
| 3Y | +21.5% | -1.4% | +22.9% | +13.0% |
| All | +21.5% | -2.8% | +24.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling