+132.3%
HON vs OMC
+34.2%
+98.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | -3.5% | -4.4% | +0.9% | -1.8% |
| 30D | -13.8% | -7.6% | -6.2% | -11.2% |
| 3M | -11.7% | +4.5% | -16.2% | -14.0% |
| 6M | -18.7% | -0.3% | -18.5% | -19.5% |
| YTD | +0.2% | -0.1% | +0.4% | -2.1% |
| 1Y | -3.1% | +4.6% | -7.7% | -7.8% |
| 3Y | +17.0% | +10.5% | +6.5% | +5.5% |
| 5Y | +2.0% | +31.7% | -29.7% | -18.9% |
| All | +132.3% | +34.2% | +98.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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