+5,506.3%
HON vs OMC
+5,687.0%
-180.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.1% |
| 7D | -0.6% | -4.2% | +3.7% | +1.2% |
| 30D | -15.4% | -7.5% | -7.9% | -12.7% |
| 3M | -9.1% | +4.6% | -13.8% | -11.7% |
| 6M | -17.1% | -4.8% | -12.2% | -16.3% |
| YTD | +1.5% | -1.0% | +2.5% | -0.8% |
| 1Y | -1.3% | +3.8% | -5.2% | -6.2% |
| 3Y | +19.5% | +10.2% | +9.3% | +8.0% |
| 5Y | +3.1% | +29.7% | -26.7% | -16.1% |
| 10Y | +138.4% | +32.3% | +106.1% | +84.0% |
| All | +5,506.3% | +5,687.0% | -180.7% | +1,311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling