+3.1%
HON vs BWA
+89.5%
-86.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -15.4% | -5.6% | -9.8% | -14.2% |
| 3M | -9.1% | -10.7% | +1.6% | -6.6% |
| 6M | -17.1% | +23.2% | -40.2% | -22.4% |
| YTD | +1.5% | +46.0% | -44.5% | -11.0% |
| 1Y | -1.3% | +51.2% | -52.5% | -14.6% |
| 3Y | +19.5% | +69.6% | -50.0% | -3.0% |
| 5Y | +3.1% | +86.6% | -83.5% | -22.3% |
| All | +3.1% | +89.5% | -86.4% | -22.3% |
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