+878.8%
HON vs MAR
+2,498.9%
-1,620.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -3.6% | -4.2% | +0.6% | -1.8% |
| 30D | -15.3% | -6.7% | -8.6% | -12.8% |
| 3M | -7.9% | -12.5% | +4.6% | -2.9% |
| 6M | -18.1% | +0.6% | -18.6% | -18.8% |
| YTD | +3.8% | +9.1% | -5.3% | -1.0% |
| 1Y | +0.5% | +26.2% | -25.7% | -10.4% |
| 3Y | +19.8% | +68.2% | -48.4% | -7.3% |
| 5Y | +2.9% | +163.9% | -161.0% | -36.9% |
| 10Y | +134.6% | +420.6% | -285.9% | -1.6% |
| All | +878.8% | +2,498.9% | -1,620.2% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling