+132.3%
HON vs BWA
+156.8%
-24.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -3.5% | -1.3% | -2.1% | -3.0% |
| 30D | -13.8% | -2.9% | -10.8% | -13.0% |
| 3M | -11.7% | -10.7% | -1.0% | -8.6% |
| 6M | -18.7% | +26.5% | -45.2% | -26.0% |
| YTD | +0.2% | +49.1% | -48.9% | -15.4% |
| 1Y | -3.1% | +52.1% | -55.1% | -19.0% |
| 3Y | +17.0% | +72.6% | -55.6% | -9.6% |
| 5Y | +2.0% | +89.4% | -87.4% | -26.6% |
| All | +132.3% | +156.8% | -24.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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