+33.4%
HON vs M
+142.9%
-109.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +2.9% |
| 7D | +2.3% | +2.5% | -0.2% | +1.9% |
| 30D | +10.2% | +10.1% | +0.2% | +8.8% |
| 3M | -6.7% | -0.9% | -5.8% | -6.8% |
| 6M | +3.3% | +30.2% | -26.8% | -0.4% |
| YTD | +13.4% | +16.3% | -2.9% | +10.6% |
| 1Y | +14.7% | +27.0% | -12.2% | +10.4% |
| 3Y | +33.4% | +154.5% | -121.1% | +15.6% |
| All | +33.4% | +142.9% | -109.5% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling