+30.6%
HON vs COMP
+426.2%
-395.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | -0.4% | +2.2% | -2.6% | -0.6% |
| 30D | +8.6% | +16.3% | -7.7% | +7.1% |
| 3M | -0.8% | -19.1% | +18.4% | +0.6% |
| 6M | -0.1% | +17.1% | -17.2% | -2.2% |
| YTD | +12.8% | -2.9% | +15.7% | +10.8% |
| 1Y | +10.4% | +8.8% | +1.6% | +7.6% |
| All | +30.6% | +426.2% | -395.5% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling