+132.3%
HON vs SPMO
+517.6%
-385.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | -3.5% | -0.9% | -2.5% | -2.9% |
| 30D | -13.8% | -1.9% | -11.8% | -12.7% |
| 3M | -11.7% | -1.4% | -10.3% | -11.9% |
| 6M | -18.7% | +25.5% | -44.2% | -31.4% |
| YTD | +0.2% | +24.8% | -24.6% | -15.2% |
| 1Y | -3.1% | +24.5% | -27.6% | -18.1% |
| 3Y | +17.0% | +157.1% | -140.2% | -42.6% |
| 5Y | +2.0% | +149.5% | -147.5% | -49.1% |
| All | +132.3% | +517.6% | -385.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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