+138.4%
HON vs M
-7.1%
+145.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.9% |
| 7D | -0.6% | -4.1% | +3.5% | +0.1% |
| 30D | -15.4% | -13.6% | -1.8% | -13.3% |
| 3M | -9.1% | -2.3% | -6.9% | -8.9% |
| 6M | -17.1% | +21.9% | -39.0% | -20.2% |
| YTD | +1.5% | -0.6% | +2.1% | +0.8% |
| 1Y | -1.3% | +29.7% | -31.0% | -6.7% |
| 3Y | +19.5% | +107.3% | -87.7% | -0.6% |
| 5Y | +3.1% | +20.5% | -17.4% | -10.8% |
| 10Y | +138.4% | -6.1% | +144.4% | +62.4% |
| All | +138.4% | -7.1% | +145.5% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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