+1.9%
HON vs OMC
+31.0%
-29.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | -2.6% | -6.2% | +3.6% | -0.9% |
| 30D | -11.9% | -7.6% | -4.3% | -10.1% |
| 3M | -6.1% | +7.4% | -13.5% | -8.5% |
| 6M | -19.2% | +0.1% | -19.3% | -19.8% |
| YTD | +0.2% | +0.4% | -0.3% | -1.3% |
| 1Y | -1.5% | +7.8% | -9.3% | -5.6% |
| 3Y | +17.9% | +11.8% | +6.1% | +8.7% |
| 5Y | +1.9% | +32.5% | -30.5% | -16.2% |
| All | +1.9% | +31.0% | -29.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling