+3,211.8%
HON vs SM
+1,360.8%
+1,851.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.8% | -1.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +8.6% | -17.3% | +25.9% | +10.8% |
| 3M | -0.8% | -3.6% | +2.8% | -1.0% |
| 6M | -0.1% | +2.9% | -3.0% | -2.0% |
| YTD | +12.8% | +70.2% | -57.4% | +2.6% |
| 1Y | +10.4% | +66.5% | -56.1% | +0.6% |
| 3Y | +30.5% | -8.2% | +38.7% | +25.1% |
| 5Y | +15.0% | -1.5% | +16.5% | +5.2% |
| 10Y | +160.5% | +11.9% | +148.6% | +72.0% |
| All | +3,211.8% | +1,360.8% | +1,851.0% | +1,269.6% |
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