+989.8%
HON vs PBR
+1,916.3%
-926.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.8% |
| 7D | -2.6% | +4.2% | -6.9% | -3.6% |
| 30D | -11.9% | +22.7% | -34.6% | -16.0% |
| 3M | -6.1% | +21.5% | -27.6% | -10.6% |
| 6M | -19.2% | +24.0% | -43.2% | -23.8% |
| YTD | +0.2% | +88.2% | -88.1% | -14.3% |
| 1Y | -1.5% | +74.8% | -76.3% | -14.5% |
| 3Y | +17.9% | +105.1% | -87.2% | -3.2% |
| 5Y | +1.9% | +572.2% | -570.3% | -39.6% |
| 10Y | +135.2% | +692.7% | -557.6% | +16.8% |
| All | +989.8% | +1,916.3% | -926.6% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling