+148.9%
HON vs HWM
+1,494.1%
-1,345.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -3.6% | -2.1% | -1.5% | -3.0% |
| 30D | -15.3% | -11.0% | -4.3% | -12.0% |
| 3M | -7.9% | +4.0% | -11.9% | -9.3% |
| 6M | -18.1% | -0.2% | -17.8% | -18.5% |
| YTD | +3.8% | +26.7% | -22.8% | -5.1% |
| 1Y | +0.5% | +44.7% | -44.2% | -12.5% |
| 3Y | +19.8% | +426.1% | -406.3% | -36.7% |
| 5Y | +2.9% | +738.5% | -735.6% | -54.9% |
| All | +148.9% | +1,494.1% | -1,345.2% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling