+132.3%
HON vs MAR
+450.9%
-318.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -3.5% | -0.5% | -2.9% | -3.3% |
| 30D | -13.8% | -5.4% | -8.3% | -11.9% |
| 3M | -11.7% | -15.5% | +3.8% | -5.9% |
| 6M | -18.7% | +3.0% | -21.7% | -20.2% |
| YTD | +0.2% | +8.5% | -8.3% | -4.0% |
| 1Y | -3.1% | +26.0% | -29.0% | -12.9% |
| 3Y | +17.0% | +68.6% | -51.6% | -8.2% |
| 5Y | +2.0% | +157.4% | -155.4% | -35.3% |
| All | +132.3% | +450.9% | -318.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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