+132.3%
HON vs HBM
+619.2%
-486.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.5% | -3.3% | -0.2% | -3.0% |
| 30D | -13.8% | -4.8% | -8.9% | -13.3% |
| 3M | -11.7% | -0.4% | -11.3% | -12.3% |
| 6M | -18.7% | +17.9% | -36.6% | -22.0% |
| YTD | +0.2% | +33.7% | -33.5% | -6.5% |
| 1Y | -3.1% | +95.6% | -98.6% | -15.5% |
| 3Y | +17.0% | +458.1% | -441.1% | -17.9% |
| 5Y | +2.0% | +329.0% | -327.0% | -28.7% |
| All | +132.3% | +619.2% | -486.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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