+566.1%
HON vs SW
+743.1%
-177.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.7% |
| 7D | +4.2% | +12.1% | -7.9% | +3.3% |
| 30D | +6.7% | +6.6% | +0.1% | +6.2% |
| 3M | -7.9% | -6.0% | -1.9% | -7.5% |
| 6M | +4.8% | +21.5% | -16.6% | +3.2% |
| YTD | +13.2% | +20.3% | -7.2% | +11.3% |
| 1Y | +13.1% | +28.1% | -15.1% | +10.7% |
| 3Y | +30.1% | +51.6% | -21.5% | +25.3% |
| 5Y | +15.1% | -0.1% | +15.3% | +11.8% |
| 10Y | +173.5% | +189.7% | -16.2% | +145.0% |
| All | +566.1% | +743.1% | -177.0% | +442.2% |
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 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