+132.3%
HON vs PBR
+697.0%
-564.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.5% | +5.4% | -8.8% | -4.5% |
| 30D | -13.8% | +22.9% | -36.6% | -17.4% |
| 3M | -11.7% | +19.6% | -31.3% | -15.2% |
| 6M | -18.7% | +16.5% | -35.2% | -21.9% |
| YTD | +0.2% | +86.7% | -86.4% | -12.9% |
| 1Y | -3.1% | +74.7% | -77.8% | -14.8% |
| 3Y | +17.0% | +102.6% | -85.6% | -2.2% |
| 5Y | +2.0% | +566.6% | -564.6% | -38.3% |
| All | +132.3% | +697.0% | -564.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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