+132.1%
HON vs SPY
+318.9%
-186.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -2.6% | -2.0% | -0.6% | -0.8% |
| 30D | -11.9% | -1.7% | -10.2% | -10.5% |
| 3M | -6.1% | +4.7% | -10.8% | -10.2% |
| 6M | -19.2% | +12.5% | -31.7% | -27.7% |
| YTD | +0.2% | +11.7% | -11.6% | -9.8% |
| 1Y | -1.5% | +17.5% | -19.0% | -15.5% |
| 3Y | +17.9% | +76.6% | -58.6% | -32.5% |
| 5Y | +1.9% | +82.0% | -80.1% | -44.0% |
| All | +132.1% | +318.9% | -186.8% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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