+6,005.0%
HON vs BBWI
+1,144.0%
+4,861.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.5% | +12.9% | -5.4% | +4.2% |
| 3M | -4.3% | +16.0% | -20.3% | -8.5% |
| 6M | -1.5% | +16.6% | -18.2% | -6.8% |
| YTD | +10.5% | +9.7% | +0.8% | +4.7% |
| 1Y | +8.5% | +1.5% | +7.1% | +3.3% |
| 3Y | +28.0% | -21.4% | +49.4% | +23.0% |
| 5Y | +12.0% | -67.6% | +79.6% | +27.5% |
| 10Y | +155.4% | -46.8% | +202.2% | +111.7% |
| All | +6,005.0% | +1,144.0% | +4,861.0% | +1,855.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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