+27.7%
HON vs SN
+681.9%
-654.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.1% | +3.7% |
| 7D | +2.3% | +7.6% | -5.3% | +1.3% |
| 30D | +10.2% | +24.1% | -13.8% | +7.0% |
| 3M | -6.7% | +23.7% | -30.4% | -9.5% |
| 6M | +3.3% | +105.5% | -102.2% | -6.7% |
| YTD | +13.4% | +105.1% | -91.7% | +2.1% |
| 1Y | +14.7% | +148.3% | -133.6% | +0.7% |
| 3Y | +33.4% | +438.7% | -405.3% | +7.8% |
| All | +27.7% | +681.9% | -654.2% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling