+19.4%
HON vs COMP
-49.2%
+68.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.6% |
| 7D | +2.3% | +14.5% | -12.2% | +1.3% |
| 30D | +10.2% | +14.9% | -4.7% | +9.0% |
| 3M | -6.7% | -14.2% | +7.5% | -5.9% |
| 6M | +3.3% | +23.7% | -20.4% | +1.1% |
| YTD | +13.4% | +2.1% | +11.4% | +11.7% |
| 1Y | +14.7% | +26.2% | -11.5% | +11.2% |
| 3Y | +33.4% | +470.9% | -437.5% | +14.1% |
| 5Y | +12.7% | -14.0% | +26.8% | +4.5% |
| All | +19.4% | -49.2% | +68.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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