+18.5%
HON vs SPY
+76.5%
-58.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -15.4% | -1.4% | -14.0% | -14.5% |
| 3M | -9.1% | +3.7% | -12.8% | -11.6% |
| 6M | -17.1% | +13.0% | -30.1% | -24.2% |
| YTD | +1.5% | +12.4% | -10.9% | -6.9% |
| 1Y | -1.3% | +18.5% | -19.8% | -13.1% |
| All | +18.5% | +76.5% | -58.1% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling