+21.5%
HON vs HWM
+385.3%
-363.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.7% | +10.0% | +1.8% |
| 7D | -0.8% | -9.2% | +8.3% | +1.2% |
| 30D | -15.2% | -17.9% | +2.7% | -11.4% |
| 3M | -6.0% | -6.0% | +0.1% | -4.7% |
| 6M | -14.9% | -7.4% | -7.5% | -13.7% |
| YTD | +3.2% | +13.1% | -9.9% | +0.4% |
| 1Y | 0.0% | +29.3% | -29.3% | -5.2% |
| 3Y | +21.5% | +389.9% | -368.4% | -7.7% |
| All | +21.5% | +385.3% | -363.9% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling