+198.4%
HON vs P
+469.1%
-270.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.6% | +1.5% |
| 7D | +0.8% | -23.8% | +24.6% | +4.3% |
| 30D | +5.7% | -36.6% | +42.4% | +11.8% |
| 3M | -8.3% | +10.9% | -19.2% | -11.0% |
| 6M | -2.4% | +30.0% | -32.4% | -8.4% |
| YTD | +9.0% | +44.4% | -35.4% | -0.1% |
| 1Y | +9.2% | +3.9% | +5.3% | +4.1% |
| 3Y | +26.3% | +176.6% | -150.3% | -2.8% |
| 5Y | +9.1% | +249.3% | -240.1% | -21.6% |
| 10Y | +163.4% | +726.9% | -563.5% | +58.5% |
| All | +198.4% | +469.1% | -270.8% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling