+895.1%
HON vs HBM
+654.4%
+240.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -1.6% |
| 7D | -0.8% | +7.4% | -8.2% | -2.0% |
| 30D | -15.2% | +5.1% | -20.2% | -16.0% |
| 3M | -6.0% | +11.1% | -17.1% | -8.3% |
| 6M | -14.9% | +30.2% | -45.1% | -19.8% |
| YTD | +3.2% | +46.2% | -43.1% | -5.4% |
| 1Y | 0.0% | +120.0% | -120.0% | -14.9% |
| 3Y | +21.5% | +527.4% | -505.9% | -17.0% |
| 5Y | +4.0% | +400.4% | -396.3% | -29.7% |
| 10Y | +138.4% | +621.5% | -483.1% | +28.1% |
| All | +895.1% | +654.4% | +240.8% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling