+557.2%
HON vs ACWI
+344.2%
+212.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -1.4% |
| 7D | -0.4% | -0.7% | +0.3% | +0.4% |
| 30D | +8.6% | -2.0% | +10.6% | +10.8% |
| 3M | -0.8% | -2.2% | +1.4% | +1.3% |
| 6M | -0.1% | +1.9% | -2.0% | -2.1% |
| YTD | +12.8% | +12.0% | +0.8% | +0.6% |
| 1Y | +10.4% | +12.5% | -2.1% | -2.0% |
| 3Y | +30.5% | +75.4% | -44.9% | -26.1% |
| 5Y | +15.0% | +61.5% | -46.5% | -29.9% |
| 10Y | +160.5% | +227.1% | -66.6% | -20.9% |
| All | +557.2% | +344.2% | +212.9% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling