+97.0%
HON vs IR
+271.9%
-174.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.1% |
| 7D | -2.6% | -3.1% | +0.4% | -1.4% |
| 30D | -11.9% | -14.0% | +2.1% | -6.3% |
| 3M | -6.1% | +3.7% | -9.8% | -7.6% |
| 6M | -19.2% | -15.4% | -3.8% | -14.1% |
| YTD | +0.2% | -7.7% | +7.8% | +2.5% |
| 1Y | -1.5% | -8.8% | +7.3% | +1.0% |
| 3Y | +17.9% | +5.6% | +12.4% | +10.2% |
| 5Y | +1.9% | +34.3% | -32.4% | -15.7% |
| All | +97.0% | +271.9% | -174.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling