+104.3%
HON vs IR
+288.5%
-184.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | -3.6% | -2.8% | -0.8% | -2.5% |
| 30D | -15.3% | -15.1% | -0.1% | -9.4% |
| 3M | -7.9% | +6.1% | -14.0% | -10.2% |
| 6M | -18.1% | -16.8% | -1.2% | -12.3% |
| YTD | +3.8% | -3.5% | +7.4% | +4.4% |
| 1Y | +0.5% | -3.5% | +4.0% | +0.7% |
| 3Y | +19.8% | +9.5% | +10.3% | +10.2% |
| 5Y | +2.9% | +45.1% | -42.2% | -17.6% |
| All | +104.3% | +288.5% | -184.2% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling