+5,919.9%
HON vs SWKS
+9,235.4%
-3,315.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | +0.8% | -6.2% | +6.9% | +1.6% |
| 30D | +5.7% | -1.5% | +7.2% | +5.9% |
| 3M | -8.3% | +23.0% | -31.3% | -11.1% |
| 6M | -2.4% | +27.6% | -30.0% | -6.2% |
| YTD | +9.0% | +32.3% | -23.3% | +3.8% |
| 1Y | +9.2% | +20.1% | -10.9% | +5.2% |
| 3Y | +26.3% | +0.6% | +25.7% | +22.3% |
| 5Y | +9.1% | -42.3% | +51.4% | +11.8% |
| 10Y | +163.4% | +35.9% | +127.5% | +140.0% |
| All | +5,919.9% | +9,235.4% | -3,315.5% | +3,084.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling