+897.1%
HON vs SPXU
-100.0%
+997.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.1% |
| 7D | -0.6% | +1.3% | -1.8% | -0.1% |
| 30D | -15.4% | +5.1% | -20.5% | -13.8% |
| 3M | -9.1% | -9.1% | 0.0% | -11.4% |
| 6M | -17.1% | -29.6% | +12.5% | -25.2% |
| YTD | +1.5% | -27.7% | +29.2% | -7.1% |
| 1Y | -1.3% | -37.0% | +35.6% | -13.4% |
| 3Y | +19.5% | -80.2% | +99.7% | -23.2% |
| 5Y | +3.1% | -86.0% | +89.1% | -32.3% |
| 10Y | +138.4% | -99.5% | +237.9% | -37.3% |
| All | +897.1% | -100.0% | +997.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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