+984.2%
HON vs SNY
+241.9%
+742.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -3.3% | -0.1% | -2.1% |
| 30D | -13.8% | -2.2% | -11.6% | -13.1% |
| 3M | -11.7% | -3.0% | -8.6% | -10.9% |
| 6M | -18.7% | +2.7% | -21.5% | -20.1% |
| YTD | +0.2% | -6.8% | +7.1% | +2.5% |
| 1Y | -3.1% | -5.3% | +2.2% | -2.0% |
| 3Y | +17.0% | -9.8% | +26.8% | +16.0% |
| 5Y | +2.0% | +9.7% | -7.6% | -10.0% |
| 10Y | +135.4% | +64.5% | +70.9% | +65.9% |
| All | +984.2% | +241.9% | +742.3% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling