+17.0%
HON vs OMC
+10.5%
+6.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -3.5% | -4.4% | +0.9% | -2.5% |
| 30D | -13.8% | -7.6% | -6.2% | -12.3% |
| 3M | -11.7% | +4.5% | -16.2% | -13.0% |
| 6M | -18.7% | -0.3% | -18.5% | -19.1% |
| YTD | +0.2% | -0.1% | +0.4% | -0.5% |
| 1Y | -3.1% | +4.6% | -7.7% | -5.5% |
| 3Y | +17.0% | +10.5% | +6.5% | +5.9% |
| All | +17.0% | +10.5% | +6.5% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling