+156.3%
HON vs SW
+182.7%
-26.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | +0.8% | +2.3% | -1.5% | +0.5% |
| 30D | +5.7% | +6.8% | -1.0% | +4.9% |
| 3M | -8.3% | -5.2% | -3.1% | -7.9% |
| 6M | -2.4% | +7.4% | -9.8% | -3.5% |
| YTD | +9.0% | +17.4% | -8.4% | +6.6% |
| 1Y | +9.2% | +27.1% | -17.9% | +5.9% |
| 3Y | +26.3% | +47.9% | -21.5% | +19.7% |
| 5Y | +9.1% | -2.6% | +11.7% | +5.0% |
| All | +156.3% | +182.7% | -26.3% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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