+4.0%
HON vs ARWR
+29.5%
-25.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | -15.2% | -2.9% | -12.3% | -15.0% |
| 3M | -6.0% | +15.2% | -21.2% | -7.5% |
| 6M | -14.9% | +42.3% | -57.2% | -18.2% |
| YTD | +3.2% | +28.2% | -25.0% | -0.1% |
| 1Y | 0.0% | +213.2% | -213.2% | -11.9% |
| 3Y | +21.5% | +184.6% | -163.2% | +2.1% |
| 5Y | +4.0% | +29.2% | -25.2% | -10.5% |
| All | +4.0% | +29.5% | -25.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling