+524.7%
HON vs BAH
+886.2%
-361.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.3% |
| 7D | -3.6% | -3.2% | -0.4% | -2.8% |
| 30D | -15.3% | +2.0% | -17.3% | -15.9% |
| 3M | -7.9% | -7.6% | -0.3% | -6.5% |
| 6M | -18.1% | -5.7% | -12.4% | -17.9% |
| YTD | +3.8% | -11.7% | +15.6% | +5.0% |
| 1Y | +0.5% | -27.4% | +27.9% | +7.2% |
| 3Y | +19.8% | -32.5% | +52.3% | +25.0% |
| 5Y | +2.9% | -3.3% | +6.2% | -6.4% |
| 10Y | +134.6% | +186.0% | -51.4% | +53.3% |
| All | +524.7% | +886.2% | -361.5% | +162.5% |
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 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