-0.1%
HON vs IR
+12.4%
-12.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.2% |
| 7D | -0.4% | +1.1% | -1.4% | -0.8% |
| 30D | +8.6% | +7.6% | +1.0% | +5.2% |
| 3M | -0.8% | +0.1% | -0.9% | 0.0% |
| 6M | -0.1% | +14.0% | -14.0% | -8.6% |
| All | -0.1% | +12.4% | -12.5% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling