+168.8%
HON vs SPMO
+575.0%
-406.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -0.6% | +2.7% | -3.3% | -2.2% |
| 30D | -15.4% | +1.1% | -16.5% | -16.0% |
| 3M | -9.1% | +2.0% | -11.2% | -11.2% |
| 6M | -17.1% | +26.5% | -43.6% | -30.1% |
| YTD | +1.5% | +26.5% | -25.0% | -14.5% |
| 1Y | -1.3% | +27.9% | -29.2% | -17.8% |
| 3Y | +19.5% | +160.4% | -140.8% | -40.7% |
| 5Y | +3.1% | +151.5% | -148.4% | -47.8% |
| 10Y | +138.4% | +526.3% | -388.0% | -26.6% |
| All | +168.8% | +575.0% | -406.2% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling