+138.4%
HON vs ACWI
+226.0%
-87.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.9% |
| 30D | -15.2% | -0.2% | -15.0% | -15.0% |
| 3M | -6.0% | +4.7% | -10.7% | -10.1% |
| 6M | -14.9% | +14.5% | -29.4% | -25.5% |
| YTD | +3.2% | +14.6% | -11.5% | -9.9% |
| 1Y | 0.0% | +21.4% | -21.4% | -17.6% |
| 3Y | +21.5% | +77.6% | -56.1% | -32.2% |
| 5Y | +4.0% | +68.1% | -64.0% | -38.8% |
| 10Y | +138.4% | +226.1% | -87.8% | -28.2% |
| All | +138.4% | +226.0% | -87.6% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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