+132.3%
HON vs BAX
-38.1%
+170.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -3.5% | -7.9% | +4.4% | -1.3% |
| 30D | -13.8% | -11.7% | -2.1% | -10.9% |
| 3M | -11.7% | +16.2% | -27.9% | -15.8% |
| 6M | -18.7% | +32.0% | -50.7% | -25.6% |
| YTD | +0.2% | +24.7% | -24.5% | -7.6% |
| 1Y | -3.1% | -2.6% | -0.4% | -4.5% |
| 3Y | +17.0% | -35.0% | +51.9% | +26.3% |
| 5Y | +2.0% | -67.6% | +69.6% | +40.7% |
| All | +132.3% | -38.1% | +170.5% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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