+138.4%
HON vs HAS
+54.3%
+84.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -0.6% | -4.8% | +4.3% | +0.9% |
| 30D | -15.4% | -5.1% | -10.3% | -14.2% |
| 3M | -9.1% | +6.4% | -15.5% | -11.1% |
| 6M | -17.1% | -5.6% | -11.4% | -16.3% |
| YTD | +1.5% | +11.0% | -9.5% | -2.7% |
| 1Y | -1.3% | +16.8% | -18.1% | -7.0% |
| 3Y | +19.5% | +44.0% | -24.5% | +3.2% |
| 5Y | +3.1% | +11.0% | -7.9% | -5.0% |
| 10Y | +138.4% | +56.0% | +82.4% | +94.4% |
| All | +138.4% | +54.3% | +84.1% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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