+5,634.3%
HON vs IP
+364.8%
+5,269.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.1% |
| 7D | -3.6% | -5.3% | +1.7% | -1.5% |
| 30D | -15.3% | -10.9% | -4.4% | -11.5% |
| 3M | -7.9% | +11.2% | -19.1% | -12.4% |
| 6M | -18.1% | -10.2% | -7.8% | -16.1% |
| YTD | +3.8% | -2.0% | +5.8% | +2.0% |
| 1Y | +0.5% | -19.1% | +19.6% | +5.6% |
| 3Y | +19.8% | +20.9% | -1.1% | +1.6% |
| 5Y | +2.9% | -17.8% | +20.7% | +0.3% |
| 10Y | +134.6% | +23.5% | +111.1% | +84.1% |
| All | +5,634.3% | +364.8% | +5,269.5% | +1,907.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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