+3.1%
HON vs HDB
-38.7%
+41.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -0.6% | -4.9% | +4.3% | +0.5% |
| 30D | -15.4% | -5.8% | -9.5% | -14.3% |
| 3M | -9.1% | -5.2% | -3.9% | -8.4% |
| 6M | -17.1% | -25.7% | +8.6% | -12.2% |
| YTD | +1.5% | -39.6% | +41.1% | +12.0% |
| 1Y | -1.3% | -36.9% | +35.6% | +7.7% |
| 3Y | +19.5% | -29.7% | +49.3% | +25.9% |
| 5Y | +3.1% | -37.8% | +40.8% | +9.5% |
| All | +3.1% | -38.7% | +41.8% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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