+13.1%
HON vs BROS
-18.6%
+31.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.9% |
| 7D | +4.2% | +2.5% | +1.7% | +3.9% |
| 30D | +6.7% | +15.1% | -8.4% | +4.9% |
| 3M | -7.9% | -31.4% | +23.5% | -4.0% |
| 6M | +4.8% | -22.6% | +27.4% | +7.5% |
| YTD | +13.2% | -28.1% | +41.3% | +16.5% |
| 1Y | +13.1% | -20.3% | +33.3% | +14.5% |
| All | +13.1% | -18.6% | +31.7% | +14.5% |
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