+6,005.0%
HON vs BAX
+899.7%
+5,105.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.5% | +4.1% | +3.4% | +6.0% |
| 3M | -4.3% | -4.5% | +0.2% | -3.4% |
| 6M | -1.5% | +49.2% | -50.8% | -13.1% |
| YTD | +10.5% | +35.2% | -24.7% | -1.0% |
| 1Y | +8.5% | +38.3% | -29.7% | -3.5% |
| 3Y | +28.0% | -19.0% | +47.1% | +28.6% |
| 5Y | +12.0% | -64.2% | +76.2% | +40.8% |
| 10Y | +155.4% | -35.7% | +191.1% | +165.9% |
| All | +6,005.0% | +899.7% | +5,105.3% | +2,845.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling