+28.0%
HON vs SPG
+135.6%
-107.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +0.7% |
| 30D | +7.5% | +17.2% | -9.8% | +1.2% |
| 3M | -4.3% | +6.3% | -10.7% | -6.6% |
| 6M | -1.5% | +18.7% | -20.2% | -8.1% |
| YTD | +10.5% | +30.1% | -19.5% | -0.4% |
| 1Y | +8.5% | +32.8% | -24.2% | -2.9% |
| 3Y | +28.0% | +133.6% | -105.5% | -5.9% |
| All | +28.0% | +135.6% | -107.5% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling