+1,649.0%
HON vs HIG
+980.5%
+668.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -0.8% | -1.1% | +0.2% | -0.6% |
| 30D | -15.2% | -4.9% | -10.3% | -14.2% |
| 3M | -6.0% | +6.8% | -12.8% | -7.5% |
| 6M | -14.9% | -1.7% | -13.2% | -14.8% |
| YTD | +3.2% | -0.2% | +3.4% | +2.9% |
| 1Y | 0.0% | +5.7% | -5.7% | -1.6% |
| 3Y | +21.5% | +100.3% | -78.8% | +2.5% |
| 5Y | +4.0% | +118.5% | -114.4% | -14.2% |
| 10Y | +138.4% | +309.7% | -171.4% | +66.8% |
| All | +1,649.0% | +980.5% | +668.5% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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