+3,146.6%
HON vs SM
+1,434.4%
+1,712.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.4% | +9.4% | -8.0% | +0.2% |
| 30D | +7.5% | -14.4% | +21.9% | +9.2% |
| 3M | -4.3% | +1.6% | -5.9% | -5.2% |
| 6M | -1.5% | +6.3% | -7.9% | -3.9% |
| YTD | +10.5% | +78.8% | -68.2% | -0.1% |
| 1Y | +8.5% | +83.1% | -74.6% | -2.4% |
| 3Y | +28.0% | -5.9% | +33.9% | +22.4% |
| 5Y | +12.0% | +4.8% | +7.2% | +1.6% |
| 10Y | +155.4% | +17.5% | +137.8% | +67.5% |
| All | +3,146.6% | +1,434.4% | +1,712.2% | +1,233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling