+3,036.2%
SPY vs HON
+3,139.7%
-103.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | -2.0% | +7.5% | -9.5% | -4.9% |
| 3M | -2.8% | -4.3% | +1.6% | -1.2% |
| 6M | +2.1% | -1.5% | +3.7% | +1.7% |
| YTD | +11.5% | +10.5% | +0.9% | +5.5% |
| 1Y | +13.5% | +8.5% | +4.9% | +8.1% |
| 3Y | +77.7% | +28.0% | +49.7% | +56.4% |
| 5Y | +72.6% | +12.0% | +60.6% | +59.9% |
| 10Y | +308.2% | +155.4% | +152.8% | +170.5% |
| All | +3,036.2% | +3,139.7% | -103.5% | +759.0% |
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