+132.1%
HON vs SO
+160.7%
-28.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.1% |
| 7D | -2.6% | -1.1% | -1.5% | -2.2% |
| 30D | -11.9% | -3.7% | -8.1% | -10.5% |
| 3M | -6.1% | -5.9% | -0.2% | -3.8% |
| 6M | -19.2% | -7.3% | -11.9% | -16.8% |
| YTD | +0.2% | +3.1% | -3.0% | -1.7% |
| 1Y | -1.5% | -1.0% | -0.5% | -1.8% |
| 3Y | +17.9% | +43.2% | -25.3% | -1.3% |
| 5Y | +1.9% | +59.1% | -57.2% | -19.6% |
| All | +132.1% | +160.7% | -28.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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