+823.3%
SPYM vs HON
+865.3%
-42.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | -0.9% | -15.2% | +14.2% | +7.2% |
| 3M | +3.9% | -6.0% | +9.9% | +6.0% |
| 6M | +14.5% | -14.9% | +29.4% | +22.3% |
| YTD | +13.0% | +3.2% | +9.8% | +9.2% |
| 1Y | +19.4% | 0.0% | +19.4% | +16.7% |
| 3Y | +78.9% | +21.5% | +57.4% | +56.0% |
| 5Y | +82.3% | +4.0% | +78.3% | +70.8% |
| 10Y | +314.7% | +138.4% | +176.4% | +152.6% |
| All | +823.3% | +865.3% | -42.0% | +194.8% |
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