+184.2%
HON vs P
+485.4%
-301.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -3.6% | +6.5% | -10.1% | -4.5% |
| 30D | -15.3% | +18.8% | -34.1% | -17.7% |
| 3M | -7.9% | +26.7% | -34.6% | -11.9% |
| 6M | -18.1% | +62.2% | -80.2% | -24.9% |
| YTD | +3.8% | +48.5% | -44.7% | -4.2% |
| 1Y | +0.5% | +26.4% | -25.9% | -6.2% |
| 3Y | +19.8% | +159.4% | -139.6% | -5.8% |
| 5Y | +2.9% | +275.8% | -272.9% | -26.2% |
| 10Y | +134.6% | +732.0% | -597.4% | +42.3% |
| All | +184.2% | +485.4% | -301.2% | +73.1% |
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