+282.6%
SPGI vs HON
+136.7%
+145.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.1% |
| 7D | -8.9% | -2.6% | -6.3% | -7.5% |
| 30D | +0.6% | -11.9% | +12.5% | +8.0% |
| 3M | +2.0% | -6.1% | +8.1% | +4.2% |
| 6M | +0.1% | -19.2% | +19.3% | +11.2% |
| YTD | -16.4% | +0.2% | -16.6% | -19.3% |
| 1Y | -18.9% | -1.5% | -17.4% | -21.3% |
| 3Y | +13.8% | +17.9% | -4.2% | -4.1% |
| 5Y | +0.5% | +1.9% | -1.4% | -7.5% |
| All | +282.6% | +136.7% | +145.9% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling