+311.2%
SPY vs HON
+136.7%
+174.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | -2.0% | -2.6% | +0.6% | -0.6% |
| 30D | -1.7% | -11.9% | +10.2% | +4.9% |
| 3M | +4.7% | -6.1% | +10.8% | +6.9% |
| 6M | +12.5% | -19.2% | +31.7% | +24.0% |
| YTD | +11.7% | +0.2% | +11.6% | +8.9% |
| 1Y | +17.5% | -1.5% | +19.0% | +15.1% |
| 3Y | +76.6% | +17.9% | +58.6% | +52.6% |
| 5Y | +82.0% | +1.9% | +80.1% | +69.5% |
| All | +311.2% | +136.7% | +174.5% | +150.6% |
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 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