+155.8%
HON vs BAH
+198.8%
-42.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +1.4% | +1.7% | -0.3% | +1.0% |
| 30D | +7.5% | +20.8% | -13.3% | +2.2% |
| 3M | -4.3% | +11.6% | -15.9% | -7.5% |
| 6M | -1.5% | +23.1% | -24.6% | -7.9% |
| YTD | +10.5% | +5.3% | +5.3% | +6.4% |
| 1Y | +8.5% | +6.1% | +2.4% | +3.9% |
| 3Y | +28.0% | -27.5% | +55.5% | +31.3% |
| 5Y | +12.0% | +6.2% | +5.8% | -3.2% |
| All | +155.8% | +198.8% | -42.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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