+132.3%
HON vs SPYG
+424.6%
-292.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.5% | -0.9% | -2.6% | -2.9% |
| 30D | -13.8% | -1.5% | -12.2% | -12.9% |
| 3M | -11.7% | +3.7% | -15.4% | -14.2% |
| 6M | -18.7% | +16.4% | -35.2% | -27.2% |
| YTD | +0.2% | +13.3% | -13.1% | -8.7% |
| 1Y | -3.1% | +17.9% | -20.9% | -14.4% |
| 3Y | +17.0% | +98.3% | -81.4% | -31.4% |
| 5Y | +2.0% | +86.4% | -84.4% | -38.3% |
| All | +132.3% | +424.6% | -292.3% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling