+161.3%
HON vs SWKS
+31.8%
+129.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.9% | -3.1% | +5.0% | +2.7% |
| 30D | +9.9% | +8.3% | +1.5% | +7.6% |
| 3M | -5.8% | +20.2% | -26.0% | -11.3% |
| 6M | +3.0% | +24.9% | -22.0% | -5.3% |
| YTD | +13.1% | +33.2% | -20.1% | +1.0% |
| 1Y | +13.2% | +23.6% | -10.4% | +3.1% |
| 3Y | +30.8% | +1.3% | +29.5% | +19.6% |
| 5Y | +13.0% | -40.6% | +53.6% | +17.8% |
| 10Y | +161.3% | +35.3% | +126.0% | +106.5% |
| All | +161.3% | +31.8% | +129.5% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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