+2,401.9%
HON vs SPG
+5,922.7%
-3,520.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -4.3% | +6.3% | -10.7% | -6.4% |
| 6M | -1.5% | +18.7% | -20.2% | -7.4% |
| YTD | +10.5% | +30.1% | -19.5% | +0.7% |
| 1Y | +8.5% | +32.8% | -24.2% | -1.8% |
| 3Y | +28.0% | +133.6% | -105.5% | -5.9% |
| 5Y | +12.0% | +84.4% | -72.4% | -12.1% |
| 10Y | +155.4% | +114.3% | +41.1% | +68.8% |
| All | +2,401.9% | +5,922.7% | -3,520.8% | +460.5% |
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