+16.9%
HON vs SMR
+71.3%
-54.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.2% | -1.2% |
| 7D | -2.6% | +4.7% | -7.3% | -2.8% |
| 30D | -11.9% | +3.2% | -15.1% | -12.0% |
| 3M | -6.1% | +9.9% | -16.0% | -6.6% |
| 6M | -19.2% | -15.1% | -4.1% | -19.2% |
| YTD | +0.2% | -27.9% | +28.1% | +0.3% |
| 1Y | -1.5% | -70.2% | +68.8% | +0.1% |
| All | +16.9% | +71.3% | -54.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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