+5,436.0%
HON vs NYT
+758.3%
+4,677.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -13.8% | +4.6% | -18.3% | -14.8% |
| 3M | -11.7% | -9.6% | -2.1% | -9.9% |
| 6M | -18.7% | -14.0% | -4.7% | -16.1% |
| YTD | +0.2% | -2.8% | +3.1% | -0.2% |
| 1Y | -3.1% | +15.6% | -18.6% | -8.2% |
| 3Y | +17.0% | +56.3% | -39.3% | +0.4% |
| 5Y | +2.0% | +39.5% | -37.5% | -12.1% |
| 10Y | +135.4% | +488.0% | -352.6% | +28.1% |
| All | +5,436.0% | +758.3% | +4,677.6% | +2,309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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