+12.0%
HON vs BWA
+27.4%
-15.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.4% | +4.3% | -2.8% | +0.3% |
| 30D | +7.5% | -13.0% | +20.5% | +11.3% |
| 3M | -4.3% | -24.8% | +20.5% | +2.6% |
| 6M | -1.5% | -23.5% | +22.0% | +4.6% |
| YTD | +10.5% | +13.8% | -3.3% | +2.9% |
| 1Y | +8.5% | +13.4% | -4.9% | +1.0% |
| 3Y | +28.0% | +62.8% | -34.7% | +3.4% |
| All | +12.0% | +27.4% | -15.5% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling