+13,845.6%
SPGI vs HON
+5,695.7%
+8,149.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.9% |
| 7D | +0.1% | -3.6% | +3.7% | +1.6% |
| 30D | +8.4% | -15.3% | +23.7% | +15.4% |
| 3M | +11.8% | -7.9% | +19.7% | +14.5% |
| 6M | +5.7% | -18.1% | +23.8% | +12.9% |
| YTD | -9.7% | +3.8% | -13.5% | -12.4% |
| 1Y | -12.5% | +0.5% | -12.9% | -14.2% |
| 3Y | +21.8% | +19.8% | +2.1% | +10.6% |
| 5Y | +8.2% | +2.9% | +5.3% | +4.0% |
| 10Y | +309.5% | +134.6% | +174.9% | +189.4% |
| All | +13,845.6% | +5,695.7% | +8,149.9% | +4,242.4% |
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