+17.0%
HON vs BG
+18.0%
-1.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -3.5% | +3.1% | -6.6% | -3.8% |
| 30D | -13.8% | +10.2% | -24.0% | -14.7% |
| 3M | -11.7% | -1.7% | -10.0% | -11.6% |
| 6M | -18.7% | +1.0% | -19.7% | -19.2% |
| YTD | +0.2% | +39.9% | -39.7% | -5.2% |
| 1Y | -3.1% | +53.2% | -56.3% | -9.8% |
| 3Y | +17.0% | +16.3% | +0.7% | +11.4% |
| All | +17.0% | +18.0% | -1.0% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling