+8.6%
HON vs IRE
-97.2%
+105.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +39.6% | -37.6% | +1.4% |
| 7D | +0.8% | -27.2% | +28.0% | +0.9% |
| 30D | +5.7% | -75.1% | +80.9% | +7.2% |
| 3M | -8.3% | -77.9% | +69.5% | -7.1% |
| 6M | -2.4% | -94.6% | +92.2% | -0.2% |
| YTD | +9.0% | -91.5% | +100.5% | +10.6% |
| 1Y | +9.2% | -97.8% | +107.0% | +11.6% |
| All | +8.6% | -97.2% | +105.8% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling