+2,250.0%
HON vs SPG
+5,256.9%
-3,006.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -3.6% | -2.4% | -1.2% | -2.8% |
| 30D | -15.3% | -6.8% | -8.4% | -13.2% |
| 3M | -7.9% | +2.7% | -10.6% | -8.9% |
| 6M | -18.1% | +5.5% | -23.5% | -19.7% |
| YTD | +3.8% | +15.7% | -11.9% | -1.5% |
| 1Y | +0.5% | +20.9% | -20.4% | -6.3% |
| 3Y | +19.8% | +112.4% | -92.6% | -9.1% |
| 5Y | +2.9% | +101.4% | -98.4% | -21.7% |
| 10Y | +134.6% | +60.6% | +74.0% | +71.3% |
| All | +2,250.0% | +5,256.9% | -3,006.9% | +448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling