+3.1%
HON vs SO
+57.7%
-54.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -15.4% | -2.5% | -12.9% | -14.7% |
| 3M | -9.1% | -4.2% | -5.0% | -7.9% |
| 6M | -17.1% | -7.7% | -9.4% | -14.9% |
| YTD | +1.5% | +3.8% | -2.3% | -0.4% |
| 1Y | -1.3% | +0.1% | -1.4% | -2.0% |
| 3Y | +19.5% | +44.2% | -24.7% | +1.1% |
| 5Y | +3.1% | +57.9% | -54.8% | -17.8% |
| All | +3.1% | +57.7% | -54.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling