+4.0%
HON vs IR
+46.5%
-42.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | 0.0% |
| 7D | -0.8% | +0.6% | -1.5% | -1.1% |
| 30D | -15.2% | -13.6% | -1.6% | -10.0% |
| 3M | -6.0% | +3.7% | -9.7% | -7.4% |
| 6M | -14.9% | -13.1% | -1.8% | -10.6% |
| YTD | +3.2% | -5.1% | +8.3% | +4.3% |
| 1Y | 0.0% | -6.5% | +6.5% | +1.4% |
| 3Y | +21.5% | +8.5% | +13.0% | +10.3% |
| 5Y | +4.0% | +43.3% | -39.3% | -19.8% |
| All | +4.0% | +46.5% | -42.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling