-1.5%
HON vs SN
+41.3%
-42.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.6% |
| 7D | -2.6% | -7.2% | +4.6% | -1.3% |
| 30D | -11.9% | -13.4% | +1.5% | -9.6% |
| 3M | -6.1% | +26.8% | -32.9% | -10.6% |
| 6M | -19.2% | +44.6% | -63.8% | -25.1% |
| YTD | +0.2% | +45.3% | -45.1% | -7.4% |
| 1Y | -1.5% | +40.1% | -41.6% | -10.9% |
| All | -1.5% | +41.3% | -42.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling