+132.1%
HON vs BP
+137.6%
-5.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -2.6% | +5.7% | -8.4% | -4.4% |
| 30D | -11.9% | +8.1% | -20.0% | -14.2% |
| 3M | -6.1% | +8.6% | -14.7% | -9.2% |
| 6M | -19.2% | +18.1% | -37.3% | -24.8% |
| YTD | +0.2% | +37.6% | -37.5% | -12.0% |
| 1Y | -1.5% | +39.4% | -40.9% | -14.1% |
| 3Y | +17.9% | +40.1% | -22.1% | +0.5% |
| 5Y | +1.9% | +141.3% | -139.4% | -33.2% |
| All | +132.1% | +137.6% | -5.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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