+14.2%
HON vs SN
+476.8%
-462.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.1% |
| 7D | -0.6% | -3.4% | +2.8% | -0.1% |
| 30D | -15.4% | -9.1% | -6.3% | -14.3% |
| 3M | -9.1% | +31.8% | -40.9% | -12.7% |
| 6M | -17.1% | +52.0% | -69.1% | -22.0% |
| YTD | +1.5% | +51.3% | -49.8% | -4.6% |
| 1Y | -1.3% | +46.9% | -48.2% | -7.3% |
| 3Y | +19.5% | +394.9% | -375.4% | -0.2% |
| All | +14.2% | +476.8% | -462.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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