+12.2%
HON vs COMP
-12.0%
+24.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | +3.6% | +8.9% | -5.3% | +2.8% |
| 30D | +7.8% | +14.0% | -6.2% | +6.6% |
| 3M | -4.8% | -21.1% | +16.4% | -3.4% |
| 6M | -1.7% | +20.1% | -21.8% | -3.6% |
| YTD | +10.7% | -5.0% | +15.7% | +9.5% |
| 1Y | +7.8% | +5.7% | +2.1% | +5.7% |
| 3Y | +28.1% | +412.2% | -384.2% | +9.9% |
| 5Y | +12.2% | -12.1% | +24.3% | +7.4% |
| All | +12.2% | -12.0% | +24.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling