+2,550.6%
SOXX vs HON
+944.5%
+1,606.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -3.5% | +4.8% | +3.9% |
| 30D | -3.6% | -13.8% | +10.2% | +6.7% |
| 3M | -10.2% | -11.7% | +1.5% | -3.1% |
| 6M | +54.2% | -18.7% | +73.0% | +75.7% |
| YTD | +75.2% | +0.2% | +75.0% | +71.8% |
| 1Y | +107.5% | -3.1% | +110.6% | +107.2% |
| 3Y | +226.8% | +17.0% | +209.8% | +182.9% |
| 5Y | +251.2% | +2.0% | +249.2% | +235.6% |
| 10Y | +1,567.6% | +135.4% | +1,432.3% | +769.8% |
| All | +2,550.6% | +944.5% | +1,606.1% | +338.8% |
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