+1,001.0%
HON vs SPYG
+561.6%
+439.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -0.8% | +1.2% | -2.0% | -1.8% |
| 30D | -15.2% | -1.6% | -13.6% | -14.1% |
| 3M | -6.0% | +3.4% | -9.3% | -8.9% |
| 6M | -14.9% | +18.9% | -33.8% | -26.8% |
| YTD | +3.2% | +13.8% | -10.6% | -8.2% |
| 1Y | 0.0% | +20.6% | -20.6% | -15.6% |
| 3Y | +21.5% | +100.5% | -79.0% | -35.6% |
| 5Y | +4.0% | +84.6% | -80.6% | -42.5% |
| 10Y | +138.4% | +410.8% | -272.4% | -48.4% |
| All | +1,001.0% | +561.6% | +439.3% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling