+256.9%
HL vs HON
+136.9%
+120.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.4% | -3.5% | -0.9% | -2.4% |
| 30D | +9.3% | -13.8% | +23.1% | +18.7% |
| 3M | +32.0% | -11.7% | +43.7% | +41.0% |
| 6M | -6.4% | -18.7% | +12.3% | +5.1% |
| YTD | +3.1% | +0.2% | +2.9% | +3.6% |
| 1Y | +77.6% | -3.1% | +80.6% | +80.8% |
| 3Y | +392.8% | +17.0% | +375.9% | +341.9% |
| 5Y | +234.1% | +2.0% | +232.1% | +222.0% |
| All | +256.9% | +136.9% | +120.0% | +149.3% |
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