+597.7%
HON vs BR
+1,282.8%
-685.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.6% | -6.0% | +3.3% | +0.2% |
| 30D | -11.9% | -0.9% | -11.0% | -11.8% |
| 3M | -6.1% | +16.4% | -22.5% | -13.7% |
| 6M | -19.2% | -8.2% | -11.0% | -17.0% |
| YTD | +0.2% | -23.2% | +23.4% | +11.4% |
| 1Y | -1.5% | -30.9% | +29.4% | +15.5% |
| 3Y | +17.9% | -5.0% | +22.9% | +15.9% |
| 5Y | +1.9% | +8.8% | -6.8% | -8.6% |
| 10Y | +135.2% | +190.1% | -54.9% | +23.8% |
| All | +597.7% | +1,282.8% | -685.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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