+136.0%
HON vs SW
+147.8%
-11.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -3.6% | -5.1% | +1.5% | -3.0% |
| 30D | -15.3% | -4.6% | -10.7% | -14.9% |
| 3M | -7.9% | +9.4% | -17.3% | -9.0% |
| 6M | -18.1% | +3.5% | -21.6% | -18.7% |
| YTD | +3.8% | +22.0% | -18.2% | +1.2% |
| 1Y | +0.5% | +2.2% | -1.7% | -0.5% |
| 3Y | +19.8% | +19.6% | +0.2% | +15.5% |
| 5Y | +2.9% | -2.3% | +5.2% | -1.1% |
| All | +136.0% | +147.8% | -11.8% | +95.2% |
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