+0.5%
HON vs BROS
-35.3%
+35.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.9% |
| 7D | -3.6% | -6.7% | +3.1% | -2.9% |
| 30D | -15.3% | -29.1% | +13.8% | -12.2% |
| 3M | -7.9% | -16.7% | +8.8% | -6.4% |
| 6M | -18.1% | -11.6% | -6.4% | -17.3% |
| YTD | +3.8% | -23.9% | +27.7% | +6.0% |
| 1Y | +0.5% | -34.8% | +35.3% | +4.6% |
| All | +0.5% | -35.3% | +35.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling