+3.1%
HON vs SPG
+104.0%
-101.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.6% |
| 7D | -0.6% | -1.7% | +1.1% | +0.1% |
| 30D | -15.4% | -6.3% | -9.1% | -13.2% |
| 3M | -9.1% | -2.4% | -6.7% | -8.4% |
| 6M | -17.1% | +9.6% | -26.7% | -20.4% |
| YTD | +1.5% | +14.2% | -12.7% | -4.2% |
| 1Y | -1.3% | +19.3% | -20.6% | -8.7% |
| 3Y | +19.5% | +106.7% | -87.2% | -13.6% |
| 5Y | +3.1% | +104.2% | -101.1% | -28.0% |
| All | +3.1% | +104.0% | -101.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling