-9.0%
HON vs MULL
+2,366.2%
-2,375.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.3% | +8.0% | -0.9% |
| 7D | -2.6% | +3.6% | -6.2% | -2.8% |
| 30D | -11.9% | +22.0% | -33.9% | -12.9% |
| 3M | -6.1% | -8.6% | +2.6% | -7.6% |
| 6M | -19.2% | +248.5% | -267.7% | -26.5% |
| YTD | +0.2% | +516.3% | -516.1% | -12.7% |
| 1Y | -1.5% | +2,036.6% | -2,038.1% | -22.1% |
| All | -9.0% | +2,366.2% | -2,375.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling