+132.3%
HON vs SPG
+64.5%
+67.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -1.2% | -2.3% | -3.1% |
| 30D | -13.8% | -6.1% | -7.6% | -11.9% |
| 3M | -11.7% | -3.6% | -8.0% | -10.7% |
| 6M | -18.7% | +10.4% | -29.1% | -21.6% |
| YTD | +0.2% | +14.4% | -14.1% | -4.4% |
| 1Y | -3.1% | +16.5% | -19.6% | -8.3% |
| 3Y | +17.0% | +106.8% | -89.8% | -9.7% |
| 5Y | +2.0% | +108.9% | -106.9% | -22.7% |
| All | +132.3% | +64.5% | +67.8% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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