+132.3%
HON vs MKTX
+5.0%
+127.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.5% | -0.2% | -3.2% | -3.4% |
| 30D | -13.8% | +0.7% | -14.5% | -13.9% |
| 3M | -11.7% | +40.8% | -52.5% | -16.9% |
| 6M | -18.7% | -8.0% | -10.7% | -18.1% |
| YTD | +0.2% | -8.7% | +9.0% | +1.1% |
| 1Y | -3.1% | -11.8% | +8.8% | -1.8% |
| 3Y | +17.0% | -24.0% | +41.0% | +18.9% |
| 5Y | +2.0% | -60.3% | +62.3% | +15.1% |
| All | +132.3% | +5.0% | +127.3% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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