+13.1%
HON vs NRG
-50.8%
+63.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -13.5% | +15.5% | +3.1% |
| 7D | +4.2% | -13.7% | +17.9% | +5.3% |
| 30D | +6.7% | -13.6% | +20.3% | +7.6% |
| 3M | -7.9% | -28.5% | +20.6% | -5.1% |
| 6M | +4.8% | -45.8% | +50.6% | +10.1% |
| YTD | +13.2% | -46.9% | +60.1% | +19.1% |
| 1Y | +13.1% | -49.7% | +62.8% | +18.9% |
| All | +13.1% | -50.8% | +63.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling