+2,486.4%
HON vs BWA
+2,606.8%
-120.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.4% | +4.3% | -2.8% | -0.2% |
| 30D | +7.5% | -13.0% | +20.5% | +13.0% |
| 3M | -4.3% | -24.8% | +20.5% | +5.6% |
| 6M | -1.5% | -23.5% | +22.0% | +7.2% |
| YTD | +10.5% | +13.8% | -3.3% | +1.5% |
| 1Y | +8.5% | +13.4% | -4.9% | -0.4% |
| 3Y | +28.0% | +62.8% | -34.7% | -0.4% |
| 5Y | +12.0% | +28.5% | -16.4% | -7.9% |
| 10Y | +155.4% | +95.4% | +60.0% | +65.7% |
| All | +2,486.4% | +2,606.8% | -120.4% | +540.5% |
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