+17.0%
HON vs SN
+344.9%
-327.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.5% | -7.3% | +3.8% | -2.3% |
| 30D | -13.8% | -13.6% | -0.1% | -11.8% |
| 3M | -11.7% | +18.6% | -30.3% | -14.3% |
| 6M | -18.7% | +46.0% | -64.7% | -23.8% |
| YTD | +0.2% | +43.7% | -43.5% | -6.0% |
| 1Y | -3.1% | +39.2% | -42.2% | -9.0% |
| 3Y | +17.0% | +306.5% | -289.5% | -6.7% |
| All | +17.0% | +344.9% | -327.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling