+944.8%
HON vs BG
+1,181.2%
-236.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -15.4% | +10.3% | -25.7% | -17.8% |
| 3M | -9.1% | -1.9% | -7.2% | -9.2% |
| 6M | -17.1% | +5.2% | -22.3% | -19.1% |
| YTD | +1.5% | +41.2% | -39.6% | -9.0% |
| 1Y | -1.3% | +50.5% | -51.8% | -13.6% |
| 3Y | +19.5% | +19.9% | -0.4% | +9.6% |
| 5Y | +3.1% | +86.7% | -83.6% | -19.0% |
| 10Y | +138.4% | +167.5% | -29.1% | +59.2% |
| All | +944.8% | +1,181.2% | -236.3% | +431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling