+4.7%
HON vs BAH
-3.8%
+8.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -0.8% | -4.3% | +3.5% | -0.1% |
| 30D | -15.2% | -4.5% | -10.7% | -14.6% |
| 3M | -6.0% | -7.6% | +1.6% | -5.0% |
| 6M | -14.9% | -10.6% | -4.3% | -13.8% |
| YTD | +3.2% | -12.6% | +15.7% | +4.2% |
| 1Y | 0.0% | -27.0% | +27.0% | +4.6% |
| 3Y | +21.5% | -31.5% | +53.0% | +21.2% |
| All | +4.7% | -3.8% | +8.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling