+5,431.0%
HON vs MRSH
+3,270.6%
+2,160.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -2.6% | -5.9% | +3.3% | +0.3% |
| 30D | -11.9% | -7.3% | -4.6% | -8.7% |
| 3M | -6.1% | +6.7% | -12.7% | -9.7% |
| 6M | -19.2% | +3.0% | -22.2% | -21.5% |
| YTD | +0.2% | -2.9% | +3.1% | -0.3% |
| 1Y | -1.5% | -9.0% | +7.5% | +0.8% |
| 3Y | +17.9% | -4.3% | +22.3% | +16.9% |
| 5Y | +1.9% | +19.4% | -17.5% | -10.2% |
| 10Y | +135.2% | +218.1% | -82.9% | +28.4% |
| All | +5,431.0% | +3,270.6% | +2,160.4% | +853.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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