+3,217.0%
HON vs SPY
+3,034.0%
+183.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +1.4% | +2.6% | -1.2% | -1.2% |
| 30D | +7.5% | -2.0% | +9.5% | +9.7% |
| 3M | -4.3% | -2.8% | -1.6% | -1.7% |
| 6M | -1.5% | +2.1% | -3.7% | -3.9% |
| YTD | +10.5% | +11.5% | -0.9% | -1.4% |
| 1Y | +8.5% | +13.5% | -4.9% | -5.0% |
| 3Y | +28.0% | +77.7% | -49.7% | -30.5% |
| 5Y | +12.0% | +72.6% | -60.6% | -38.3% |
| 10Y | +155.4% | +308.2% | -152.8% | -43.0% |
| All | +3,217.0% | +3,034.0% | +183.0% | -2.6% |
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 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