+578.5%
HON vs BAH
+1,077.1%
-498.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +8.6% | +18.0% | -9.4% | +3.7% |
| 3M | -0.8% | +11.4% | -12.2% | -4.1% |
| 6M | -0.1% | +17.7% | -17.8% | -5.6% |
| YTD | +12.8% | +5.4% | +7.4% | +8.3% |
| 1Y | +10.4% | +2.8% | +7.7% | +6.6% |
| 3Y | +30.5% | -26.7% | +57.1% | +33.7% |
| 5Y | +15.0% | +8.1% | +6.9% | +1.8% |
| 10Y | +160.5% | +202.5% | -42.0% | +67.3% |
| All | +578.5% | +1,077.1% | -498.6% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling