+210.2%
HD vs HON
+136.6%
+73.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | -1.8% | -0.6% | -1.3% | -1.5% |
| 30D | -10.8% | -15.4% | +4.5% | -2.7% |
| 3M | -2.7% | -9.1% | +6.5% | +1.5% |
| 6M | -10.3% | -17.1% | +6.8% | -1.8% |
| YTD | -7.8% | +1.5% | -9.3% | -10.2% |
| 1Y | -23.1% | -1.3% | -21.8% | -24.2% |
| 3Y | +2.0% | +19.5% | -17.5% | -12.2% |
| 5Y | +6.2% | +3.1% | +3.2% | -1.0% |
| 10Y | +210.2% | +138.4% | +71.8% | +75.2% |
| All | +210.2% | +136.6% | +73.6% | +75.2% |
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