+2.3%
HON vs BROS
+35.1%
-32.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -3.5% | -5.8% | +2.3% | -3.0% |
| 30D | -13.8% | -14.0% | +0.2% | -12.7% |
| 3M | -11.7% | -32.5% | +20.8% | -9.1% |
| 6M | -18.7% | -14.9% | -3.8% | -18.0% |
| YTD | +0.2% | -28.3% | +28.5% | +2.2% |
| 1Y | -3.1% | -34.0% | +30.9% | -0.7% |
| 3Y | +17.0% | +63.0% | -46.0% | +10.1% |
| All | +2.3% | +35.1% | -32.7% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling