+138.4%
HON vs P
+712.4%
-574.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -0.8% | +7.8% | -8.7% | -2.0% |
| 30D | -15.2% | +12.3% | -27.5% | -17.0% |
| 3M | -6.0% | +37.1% | -43.1% | -11.3% |
| 6M | -14.9% | +66.1% | -81.0% | -22.7% |
| YTD | +3.2% | +50.9% | -47.8% | -5.6% |
| 1Y | 0.0% | +27.2% | -27.2% | -7.2% |
| 3Y | +21.5% | +158.7% | -137.2% | -6.3% |
| 5Y | +4.0% | +291.1% | -287.1% | -28.5% |
| 10Y | +138.4% | +715.0% | -576.6% | +37.4% |
| All | +138.4% | +712.4% | -574.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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