+529.1%
HON vs SW
+730.4%
-201.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -5.4% |
| 7D | -2.9% | +4.7% | -7.5% | -3.2% |
| 30D | +1.4% | +5.0% | -3.6% | +1.0% |
| 3M | -12.8% | -7.3% | -5.4% | -12.3% |
| 6M | -0.7% | +15.0% | -15.7% | -1.9% |
| YTD | +6.9% | +18.5% | -11.6% | +5.2% |
| 1Y | +6.5% | +27.1% | -20.7% | +4.3% |
| 3Y | +22.9% | +49.3% | -26.4% | +18.4% |
| 5Y | +7.0% | -1.6% | +8.7% | +4.1% |
| 10Y | +158.3% | +185.4% | -27.0% | +131.7% |
| All | +529.1% | +730.4% | -201.3% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling