+143.3%
HON vs HWM
+1,330.2%
-1,186.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -0.6% | -8.0% | +7.5% | +2.0% |
| 30D | -15.4% | -18.0% | +2.6% | -9.8% |
| 3M | -9.1% | -9.5% | +0.4% | -6.4% |
| 6M | -17.1% | -8.4% | -8.7% | -15.3% |
| YTD | +1.5% | +13.6% | -12.1% | -3.9% |
| 1Y | -1.3% | +30.2% | -31.6% | -11.1% |
| 3Y | +19.5% | +392.2% | -372.7% | -35.6% |
| 5Y | +3.1% | +645.2% | -642.1% | -53.1% |
| All | +143.3% | +1,330.2% | -1,186.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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