+4.0%
HON vs MSCI
-10.9%
+14.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | -0.8% | -2.1% | +1.2% | -0.3% |
| 30D | -15.2% | -1.7% | -13.4% | -14.8% |
| 3M | -6.0% | -8.2% | +2.3% | -4.4% |
| 6M | -14.9% | -2.4% | -12.5% | -15.1% |
| YTD | +3.2% | -2.8% | +6.0% | +2.5% |
| 1Y | 0.0% | -2.7% | +2.7% | -1.0% |
| 3Y | +21.5% | +7.3% | +14.2% | +15.0% |
| 5Y | +4.0% | -11.4% | +15.5% | -3.3% |
| All | +4.0% | -10.9% | +14.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling