+132.3%
HON vs NRG
+1,083.9%
-951.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -3.5% | -4.7% | +1.2% | -2.5% |
| 30D | -13.8% | -6.0% | -7.8% | -12.8% |
| 3M | -11.7% | -8.0% | -3.7% | -10.9% |
| 6M | -18.7% | -23.2% | +4.4% | -15.3% |
| YTD | +0.2% | -28.1% | +28.3% | +5.5% |
| 1Y | -3.1% | -27.3% | +24.2% | +1.0% |
| 3Y | +17.0% | +208.7% | -191.7% | -21.1% |
| 5Y | +2.0% | +197.7% | -195.6% | -32.1% |
| All | +132.3% | +1,083.9% | -951.6% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling