+2,949.5%
HON vs SM
+1,608.3%
+1,341.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -15.3% | +26.3% | -41.6% | -17.9% |
| 3M | -7.9% | +8.7% | -16.6% | -9.6% |
| 6M | -18.1% | +51.7% | -69.7% | -23.7% |
| YTD | +3.8% | +99.0% | -95.2% | -6.9% |
| 1Y | +0.5% | +34.6% | -34.1% | -5.5% |
| 3Y | +19.8% | -7.8% | +27.5% | +15.3% |
| 5Y | +2.9% | +104.8% | -101.9% | -14.5% |
| 10Y | +134.6% | +7.2% | +127.4% | +56.8% |
| All | +2,949.5% | +1,608.3% | +1,341.1% | +1,143.3% |
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