+3,221.3%
HON vs SPY
+3,045.4%
+175.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | +3.6% | +3.3% | +0.3% | +0.2% |
| 30D | +7.8% | -2.7% | +10.5% | +10.8% |
| 3M | -4.8% | -1.7% | -3.0% | -3.2% |
| 6M | -1.7% | +3.1% | -4.8% | -4.9% |
| YTD | +10.7% | +11.9% | -1.2% | -1.6% |
| 1Y | +7.8% | +12.0% | -4.2% | -4.4% |
| 3Y | +28.1% | +78.2% | -50.1% | -30.7% |
| 5Y | +12.2% | +73.2% | -61.1% | -38.5% |
| 10Y | +155.7% | +309.6% | -153.9% | -43.1% |
| All | +3,221.3% | +3,045.4% | +175.9% | -2.8% |
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