+2,329.3%
HON vs BWA
+3,492.4%
-1,163.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.1% |
| 7D | -3.6% | +5.7% | -9.3% | -5.6% |
| 30D | -15.3% | +1.4% | -16.7% | -15.9% |
| 3M | -7.9% | -12.1% | +4.2% | -3.9% |
| 6M | -18.1% | +28.6% | -46.6% | -26.5% |
| YTD | +3.8% | +51.1% | -47.3% | -13.8% |
| 1Y | +0.5% | +55.9% | -55.4% | -17.8% |
| 3Y | +19.8% | +70.1% | -50.4% | -8.2% |
| 5Y | +2.9% | +90.7% | -87.8% | -26.9% |
| 10Y | +134.6% | +154.0% | -19.3% | +38.3% |
| All | +2,329.3% | +3,492.4% | -1,163.0% | +444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling