+0.5%
HON vs SNY
+2.0%
-1.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -15.3% | +3.4% | -18.7% | -15.9% |
| 3M | -7.9% | -0.3% | -7.6% | -8.1% |
| 6M | -18.1% | +1.0% | -19.1% | -18.3% |
| YTD | +3.8% | -3.6% | +7.5% | +3.9% |
| 1Y | +0.5% | +3.0% | -2.5% | -0.3% |
| All | +0.5% | +2.0% | -1.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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