+132.3%
HON vs MET
+249.3%
-117.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | -13.8% | +0.5% | -14.3% | -14.1% |
| 3M | -11.7% | +11.6% | -23.3% | -16.9% |
| 6M | -18.7% | +40.8% | -59.5% | -32.3% |
| YTD | +0.2% | +25.7% | -25.4% | -11.8% |
| 1Y | -3.1% | +24.4% | -27.4% | -14.5% |
| 3Y | +17.0% | +67.5% | -50.5% | -13.5% |
| 5Y | +2.0% | +85.8% | -83.8% | -30.3% |
| All | +132.3% | +249.3% | -117.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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