+151.4%
HON vs SW
+185.4%
-34.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -5.4% |
| 7D | -2.9% | +4.7% | -7.5% | -3.4% |
| 30D | +1.4% | +5.0% | -3.6% | +0.8% |
| 3M | -12.8% | -7.3% | -5.4% | -12.1% |
| 6M | -0.7% | +15.0% | -15.7% | -2.5% |
| YTD | +6.9% | +18.5% | -11.6% | +4.4% |
| 1Y | +6.5% | +27.1% | -20.7% | +3.2% |
| 3Y | +22.9% | +49.3% | -26.4% | +16.3% |
| 5Y | +7.0% | -1.6% | +8.7% | +2.8% |
| All | +151.4% | +185.4% | -34.0% | +109.6% |
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