+17.0%
HON vs SNY
-9.6%
+26.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -3.3% | -0.1% | -3.0% |
| 30D | -13.8% | -2.2% | -11.6% | -13.5% |
| 3M | -11.7% | -3.0% | -8.6% | -11.4% |
| 6M | -18.7% | +2.7% | -21.5% | -19.1% |
| YTD | +0.2% | -6.8% | +7.1% | +0.9% |
| 1Y | -3.1% | -5.3% | +2.2% | -2.7% |
| 3Y | +17.0% | -9.8% | +26.8% | +17.3% |
| All | +17.0% | -9.6% | +26.6% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling