+6,005.0%
HON vs BP
+1,406.2%
+4,598.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.4% | +3.8% | -2.4% | 0.0% |
| 30D | +7.5% | -5.3% | +12.8% | +9.4% |
| 3M | -4.3% | +9.3% | -13.6% | -8.0% |
| 6M | -1.5% | +7.2% | -8.8% | -5.6% |
| YTD | +10.5% | +38.0% | -27.5% | -4.7% |
| 1Y | +8.5% | +33.2% | -24.7% | -5.3% |
| 3Y | +28.0% | +50.3% | -22.3% | +4.1% |
| 5Y | +12.0% | +114.1% | -102.1% | -23.7% |
| 10Y | +155.4% | +140.7% | +14.6% | +55.3% |
| All | +6,005.0% | +1,406.2% | +4,598.8% | +2,075.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling