+132.3%
HON vs SMTC
+548.2%
-415.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.7% |
| 7D | -3.5% | +13.1% | -16.5% | -5.3% |
| 30D | -13.8% | +19.5% | -33.2% | -16.5% |
| 3M | -11.7% | +2.2% | -13.9% | -13.5% |
| 6M | -18.7% | +94.9% | -113.6% | -29.0% |
| YTD | +0.2% | +127.0% | -126.7% | -14.9% |
| 1Y | -3.1% | +174.6% | -177.6% | -20.9% |
| 3Y | +17.0% | +615.9% | -598.9% | -29.6% |
| 5Y | +2.0% | +125.6% | -123.6% | -22.3% |
| All | +132.3% | +548.2% | -415.9% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling