+18.5%
HON vs BAX
-33.8%
+52.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -0.6% | -5.1% | +4.5% | +0.3% |
| 30D | -15.4% | -12.2% | -3.2% | -13.5% |
| 3M | -9.1% | +21.8% | -31.0% | -12.5% |
| 6M | -17.1% | +36.3% | -53.4% | -21.9% |
| YTD | +1.5% | +27.8% | -26.3% | -3.9% |
| 1Y | -1.3% | -0.1% | -1.3% | -2.7% |
| All | +18.5% | -33.8% | +52.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling