+942.0%
HON vs MAR
+3,168.2%
-2,226.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.4% | +1.6% | -0.2% | +0.7% |
| 30D | +7.5% | +13.8% | -6.3% | +1.7% |
| 3M | -4.3% | +20.3% | -24.6% | -11.7% |
| 6M | -1.5% | +21.3% | -22.9% | -10.0% |
| YTD | +10.5% | +37.2% | -26.7% | -4.6% |
| 1Y | +8.5% | +48.4% | -39.9% | -9.5% |
| 3Y | +28.0% | +120.1% | -92.1% | -11.6% |
| 5Y | +12.0% | +182.1% | -170.1% | -33.0% |
| 10Y | +155.4% | +530.2% | -374.8% | -1.3% |
| All | +942.0% | +3,168.2% | -2,226.1% | +69.8% |
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