+263.9%
HON vs NWSA
+123.2%
+140.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -0.8% | -2.6% | +1.8% | +0.1% |
| 30D | -15.2% | +4.6% | -19.7% | -16.6% |
| 3M | -6.0% | +10.2% | -16.2% | -9.9% |
| 6M | -14.9% | +21.6% | -36.5% | -21.7% |
| YTD | +3.2% | +14.6% | -11.5% | -3.4% |
| 1Y | 0.0% | +0.4% | -0.3% | -1.6% |
| 3Y | +21.5% | +45.0% | -23.5% | +2.2% |
| 5Y | +4.0% | +41.3% | -37.2% | -14.3% |
| 10Y | +138.4% | +142.8% | -4.4% | +45.1% |
| All | +263.9% | +123.2% | +140.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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