+875.0%
HON vs MKTX
+1,443.5%
-568.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | -11.9% | +0.8% | -12.7% | -12.0% |
| 3M | -6.1% | +41.1% | -47.2% | -13.6% |
| 6M | -19.2% | -9.5% | -9.6% | -18.5% |
| YTD | +0.2% | -8.7% | +8.8% | +0.7% |
| 1Y | -1.5% | -10.0% | +8.5% | -0.9% |
| 3Y | +17.9% | -24.6% | +42.6% | +20.1% |
| 5Y | +1.9% | -60.3% | +62.2% | +16.8% |
| 10Y | +135.2% | +5.0% | +130.1% | +105.3% |
| All | +875.0% | +1,443.5% | -568.4% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling