+1,269.2%
SMH vs HON
+596.0%
+673.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.6% |
| 7D | +5.2% | -0.8% | +6.1% | +5.7% |
| 30D | -1.5% | -15.2% | +13.6% | +8.4% |
| 3M | -4.1% | -6.0% | +1.9% | -1.3% |
| 6M | +50.8% | -14.9% | +65.7% | +64.2% |
| YTD | +59.3% | +3.2% | +56.2% | +54.0% |
| 1Y | +94.1% | 0.0% | +94.1% | +90.2% |
| 3Y | +286.7% | +21.5% | +265.2% | +233.1% |
| 5Y | +339.4% | +4.0% | +335.4% | +317.0% |
| 10Y | +1,803.3% | +138.4% | +1,664.9% | +989.0% |
| All | +1,269.2% | +596.0% | +673.2% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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