+1,119.2%
HON vs NRG
+1,510.3%
-391.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -3.5% | -4.7% | +1.2% | -2.4% |
| 30D | -13.8% | -6.0% | -7.8% | -12.7% |
| 3M | -11.7% | -8.0% | -3.7% | -10.8% |
| 6M | -18.7% | -23.2% | +4.4% | -14.8% |
| YTD | +0.2% | -28.1% | +28.3% | +6.2% |
| 1Y | -3.1% | -27.3% | +24.2% | +1.6% |
| 3Y | +17.0% | +208.7% | -191.7% | -20.8% |
| 5Y | +2.0% | +197.7% | -195.6% | -31.8% |
| 10Y | +135.4% | +1,103.3% | -967.9% | +3.2% |
| All | +1,119.2% | +1,510.3% | -391.1% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling