+3,015.6%
HON vs SPY
+3,091.8%
-76.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -15.3% | +0.1% | -15.3% | -15.3% |
| 3M | -7.9% | +2.0% | -9.9% | -9.9% |
| 6M | -18.1% | +13.0% | -31.1% | -27.8% |
| YTD | +3.8% | +13.5% | -9.7% | -9.0% |
| 1Y | +0.5% | +20.0% | -19.5% | -16.9% |
| 3Y | +19.8% | +77.2% | -57.4% | -34.7% |
| 5Y | +2.9% | +81.9% | -79.0% | -46.3% |
| 10Y | +134.6% | +314.1% | -179.4% | -48.3% |
| All | +3,015.6% | +3,091.8% | -76.2% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling