+132.3%
HON vs BBY
+252.7%
-120.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | -3.5% | +0.6% | -4.0% | -3.6% |
| 30D | -13.8% | +9.4% | -23.2% | -16.1% |
| 3M | -11.7% | +19.3% | -31.0% | -16.4% |
| 6M | -18.7% | +47.9% | -66.6% | -28.0% |
| YTD | +0.2% | +39.6% | -39.3% | -10.1% |
| 1Y | -3.1% | +22.2% | -25.2% | -10.0% |
| 3Y | +17.0% | +45.0% | -28.0% | -0.5% |
| 5Y | +2.0% | +2.6% | -0.5% | -6.9% |
| All | +132.3% | +252.7% | -120.4% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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