+113.9%
SOXX vs HON
+1.2%
+112.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.1% |
| 7D | +2.2% | -3.6% | +5.8% | +3.7% |
| 30D | -2.0% | -15.3% | +13.2% | +4.5% |
| 3M | -13.7% | -7.9% | -5.8% | -11.6% |
| 6M | +52.4% | -18.1% | +70.4% | +61.3% |
| YTD | +72.8% | +3.8% | +69.0% | +72.4% |
| 1Y | +113.9% | +0.5% | +113.4% | +111.6% |
| All | +113.9% | +1.2% | +112.7% | +111.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling