+130.9%
HON vs SNAP
-77.7%
+208.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -0.8% |
| 7D | -0.4% | -9.8% | +9.4% | +0.4% |
| 30D | +8.6% | -18.2% | +26.8% | +10.1% |
| 3M | -0.8% | -3.1% | +2.3% | -0.9% |
| 6M | -0.1% | -7.1% | +7.0% | -0.2% |
| YTD | +12.8% | -33.8% | +46.6% | +14.9% |
| 1Y | +10.4% | -39.0% | +49.5% | +13.2% |
| 3Y | +30.5% | -52.8% | +83.3% | +31.9% |
| 5Y | +15.0% | -90.0% | +105.0% | +23.3% |
| All | +130.9% | -77.7% | +208.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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