+5,634.3%
HON vs BAX
+900.4%
+4,733.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.7% |
| 7D | -3.6% | -1.1% | -2.4% | -3.3% |
| 30D | -15.3% | -5.5% | -9.8% | -13.9% |
| 3M | -7.9% | +33.5% | -41.4% | -15.8% |
| 6M | -18.1% | +35.9% | -53.9% | -25.8% |
| YTD | +3.8% | +35.4% | -31.5% | -6.7% |
| 1Y | +0.5% | +9.8% | -9.3% | -4.8% |
| 3Y | +19.8% | -32.7% | +52.5% | +27.0% |
| 5Y | +2.9% | -65.6% | +68.5% | +31.1% |
| 10Y | +134.6% | -34.9% | +169.5% | +143.8% |
| All | +5,634.3% | +900.4% | +4,733.9% | +2,673.4% |
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