+5,596.8%
HON vs HRB
+3,134.5%
+2,462.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.1% |
| 7D | -0.8% | -9.1% | +8.2% | +1.7% |
| 30D | -15.2% | +0.3% | -15.4% | -15.7% |
| 3M | -6.0% | +23.4% | -29.4% | -12.4% |
| 6M | -14.9% | +45.1% | -60.0% | -25.4% |
| YTD | +3.2% | +8.9% | -5.7% | -2.5% |
| 1Y | 0.0% | -7.9% | +7.9% | -1.1% |
| 3Y | +21.5% | +27.9% | -6.5% | +6.9% |
| 5Y | +4.0% | +108.3% | -104.3% | -23.1% |
| 10Y | +138.4% | +208.4% | -70.1% | +44.9% |
| All | +5,596.8% | +3,134.5% | +2,462.4% | +1,337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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