+132.3%
HON vs BNS
+188.9%
-56.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | -13.8% | +3.5% | -17.2% | -15.8% |
| 3M | -11.7% | +14.1% | -25.7% | -19.3% |
| 6M | -18.7% | +33.8% | -52.5% | -33.1% |
| YTD | +0.2% | +29.5% | -29.2% | -15.8% |
| 1Y | -3.1% | +48.4% | -51.5% | -25.7% |
| 3Y | +17.0% | +129.6% | -112.6% | -34.3% |
| 5Y | +2.0% | +96.1% | -94.0% | -37.3% |
| All | +132.3% | +188.9% | -56.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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