+710.2%
HON vs IBB
+560.8%
+149.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | -3.6% | +1.4% | -5.0% | -4.4% |
| 30D | -15.3% | +10.5% | -25.8% | -20.0% |
| 3M | -7.9% | +23.6% | -31.5% | -18.1% |
| 6M | -18.1% | +22.6% | -40.7% | -27.0% |
| YTD | +3.8% | +25.7% | -21.8% | -9.0% |
| 1Y | +0.5% | +51.4% | -50.9% | -20.4% |
| 3Y | +19.8% | +64.4% | -44.6% | -10.5% |
| 5Y | +2.9% | +22.1% | -19.2% | -11.4% |
| 10Y | +134.6% | +132.5% | +2.2% | +35.0% |
| All | +710.2% | +560.8% | +149.4% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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