+5,634.3%
HON vs B
+803.7%
+4,830.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | -3.6% | -1.6% | -2.0% | -3.5% |
| 30D | -15.3% | +9.4% | -24.7% | -15.8% |
| 3M | -7.9% | +5.0% | -12.9% | -8.3% |
| 6M | -18.1% | -3.5% | -14.5% | -18.1% |
| YTD | +3.8% | +4.5% | -0.6% | +3.2% |
| 1Y | +0.5% | +67.8% | -67.3% | -3.1% |
| 3Y | +19.8% | +196.7% | -176.9% | +11.2% |
| 5Y | +2.9% | +151.9% | -149.0% | -4.1% |
| 10Y | +134.6% | +202.2% | -67.5% | +113.1% |
| All | +5,634.3% | +803.7% | +4,830.6% | +5,182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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