+12.6%
HON vs IRE
-97.7%
+110.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.8% | +15.5% | -0.1% |
| 7D | +1.9% | -41.9% | +43.8% | +2.3% |
| 30D | +9.9% | -75.1% | +84.9% | +11.4% |
| 3M | -5.8% | -82.4% | +76.6% | -4.2% |
| 6M | +3.0% | -95.5% | +98.5% | +5.6% |
| YTD | +13.1% | -93.1% | +106.1% | +15.0% |
| 1Y | +13.2% | -97.8% | +110.9% | +15.7% |
| All | +12.6% | -97.7% | +110.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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