+3,935.6%
HON vs M
+442.1%
+3,493.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +2.1% |
| 7D | +2.3% | +2.5% | -0.2% | +1.6% |
| 30D | +10.2% | +10.1% | +0.2% | +7.6% |
| 3M | -6.7% | -0.9% | -5.8% | -6.9% |
| 6M | +3.3% | +30.2% | -26.8% | -3.8% |
| YTD | +13.4% | +16.3% | -2.9% | +7.8% |
| 1Y | +14.7% | +27.0% | -12.2% | +6.4% |
| 3Y | +33.4% | +154.5% | -121.1% | -1.8% |
| 5Y | +12.7% | -1.1% | +13.8% | -2.6% |
| 10Y | +164.1% | +0.5% | +163.6% | +83.2% |
| All | +3,935.6% | +442.1% | +3,493.5% | +1,453.8% |
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