+0.4%
HON vs BIYA
-99.8%
+100.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | -3.5% | -1.8% | -1.7% | -3.5% |
| 30D | -13.8% | -17.5% | +3.7% | -13.7% |
| 3M | -11.7% | -78.0% | +66.3% | -11.4% |
| 6M | -18.7% | -89.5% | +70.7% | -18.4% |
| YTD | +0.2% | -94.3% | +94.5% | +1.2% |
| 1Y | -3.1% | -98.6% | +95.5% | +0.3% |
| All | +0.4% | -99.8% | +100.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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