+15.0%
HON vs HWM
+603.8%
-588.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -0.9% |
| 7D | -0.4% | +5.0% | -5.3% | -1.8% |
| 30D | +8.6% | +1.5% | +7.1% | +7.7% |
| 3M | -0.8% | -20.3% | +19.5% | +5.7% |
| 6M | -0.1% | -18.0% | +17.9% | +5.2% |
| YTD | +12.8% | +9.5% | +3.3% | +8.2% |
| 1Y | +10.4% | +7.5% | +3.0% | +6.4% |
| 3Y | +30.5% | +355.7% | -325.2% | -28.1% |
| 5Y | +15.0% | +610.2% | -595.2% | -49.1% |
| All | +15.0% | +603.8% | -588.8% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling