+25.9%
HON vs SMR
+11.2%
+14.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.3% | -15.9% | -1.2% |
| 7D | -0.8% | +21.4% | -22.2% | -1.6% |
| 30D | -15.2% | +13.8% | -29.0% | -15.7% |
| 3M | -6.0% | +3.9% | -9.9% | -6.4% |
| 6M | -14.9% | -4.2% | -10.7% | -15.3% |
| YTD | +3.2% | -21.1% | +24.3% | +3.0% |
| 1Y | 0.0% | -67.1% | +67.1% | +1.8% |
| 3Y | +21.5% | +88.9% | -67.4% | +11.2% |
| All | +25.9% | +11.2% | +14.7% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling