+5,596.8%
HON vs MTB
+8,245.1%
-2,648.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.9% |
| 30D | -15.2% | -4.2% | -11.0% | -13.7% |
| 3M | -6.0% | +7.8% | -13.8% | -8.9% |
| 6M | -14.9% | +14.8% | -29.7% | -19.7% |
| YTD | +3.2% | +20.8% | -17.6% | -4.8% |
| 1Y | 0.0% | +23.1% | -23.1% | -8.6% |
| 3Y | +21.5% | +114.8% | -93.3% | -13.3% |
| 5Y | +4.0% | +103.3% | -99.2% | -27.1% |
| 10Y | +138.4% | +173.0% | -34.6% | +39.2% |
| All | +5,596.8% | +8,245.1% | -2,648.2% | +839.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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