+3,593.9%
HON vs M
+396.5%
+3,197.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.3% |
| 7D | -3.6% | +4.7% | -8.3% | -4.7% |
| 30D | -15.3% | -9.6% | -5.6% | -13.2% |
| 3M | -7.9% | +0.9% | -8.7% | -8.3% |
| 6M | -18.1% | +22.3% | -40.3% | -22.5% |
| YTD | +3.8% | +6.5% | -2.7% | +1.1% |
| 1Y | +0.5% | +38.8% | -38.3% | -8.7% |
| 3Y | +19.8% | +115.9% | -96.1% | -8.3% |
| 5Y | +2.9% | +28.6% | -25.7% | -17.7% |
| 10Y | +134.6% | -2.5% | +137.2% | +63.7% |
| All | +3,593.9% | +396.5% | +3,197.3% | +1,357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling