+132.3%
HON vs BG
+166.7%
-34.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.5% | +3.1% | -6.6% | -4.3% |
| 30D | -13.8% | +10.2% | -24.0% | -16.1% |
| 3M | -11.7% | -1.7% | -10.0% | -11.7% |
| 6M | -18.7% | +1.0% | -19.7% | -19.8% |
| YTD | +0.2% | +39.9% | -39.7% | -10.0% |
| 1Y | -3.1% | +53.2% | -56.3% | -15.7% |
| 3Y | +17.0% | +16.3% | +0.7% | +8.3% |
| 5Y | +2.0% | +83.9% | -81.8% | -21.4% |
| All | +132.3% | +166.7% | -34.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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