+28.0%
HON vs SMTC
+698.5%
-670.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.2% |
| 7D | +1.4% | +11.0% | -9.6% | +0.5% |
| 30D | +7.5% | -28.5% | +36.0% | +9.5% |
| 3M | -4.3% | -14.2% | +9.9% | -4.5% |
| 6M | -1.5% | -18.0% | +16.5% | -2.2% |
| YTD | +10.5% | +55.5% | -45.0% | +3.9% |
| 1Y | +8.5% | +69.5% | -61.0% | +1.2% |
| 3Y | +28.0% | +699.7% | -671.6% | +0.7% |
| All | +28.0% | +698.5% | -670.5% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling