+318.0%
SPYM vs HON
+136.9%
+181.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -3.5% | +2.7% | +1.0% |
| 30D | -1.1% | -13.8% | +12.7% | +6.7% |
| 3M | +3.9% | -11.7% | +15.6% | +9.7% |
| 6M | +13.6% | -18.7% | +32.4% | +24.9% |
| YTD | +12.7% | +0.2% | +12.5% | +9.9% |
| 1Y | +17.6% | -3.1% | +20.6% | +16.2% |
| 3Y | +77.2% | +17.0% | +60.3% | +53.8% |
| 5Y | +84.1% | +2.0% | +82.1% | +71.2% |
| All | +318.0% | +136.9% | +181.1% | +154.5% |
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