+0.5%
HON vs SPYG
+22.6%
-22.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -15.3% | -0.4% | -14.8% | -15.1% |
| 3M | -7.9% | +0.5% | -8.4% | -8.2% |
| 6M | -18.1% | +17.5% | -35.5% | -22.5% |
| YTD | +3.8% | +14.3% | -10.5% | -1.7% |
| 1Y | +0.5% | +21.7% | -21.2% | -5.3% |
| All | +0.5% | +22.6% | -22.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling