+1.9%
HON vs BHP
+112.0%
-110.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | 0.0% |
| 7D | -2.6% | -3.7% | +1.1% | -1.7% |
| 30D | -11.9% | -0.8% | -11.0% | -11.9% |
| 3M | -6.1% | +7.6% | -13.7% | -8.2% |
| 6M | -19.2% | +20.8% | -40.0% | -23.3% |
| YTD | +0.2% | +50.8% | -50.6% | -10.0% |
| 1Y | -1.5% | +70.9% | -72.4% | -14.3% |
| 3Y | +17.9% | +78.0% | -60.1% | -0.4% |
| 5Y | +1.9% | +113.1% | -111.1% | -15.7% |
| All | +1.9% | +112.0% | -110.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling