+5,596.8%
HON vs PEG
+2,929.1%
+2,667.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -0.8% | +1.0% | -1.9% | -1.3% |
| 30D | -15.2% | -1.9% | -13.3% | -14.5% |
| 3M | -6.0% | -3.7% | -2.3% | -4.4% |
| 6M | -14.9% | -9.4% | -5.5% | -11.3% |
| YTD | +3.2% | -6.0% | +9.1% | +5.6% |
| 1Y | 0.0% | -4.4% | +4.4% | +1.3% |
| 3Y | +21.5% | +33.5% | -12.0% | +4.5% |
| 5Y | +4.0% | +35.7% | -31.7% | -11.9% |
| 10Y | +138.4% | +140.4% | -2.0% | +54.6% |
| All | +5,596.8% | +2,929.1% | +2,667.7% | +1,343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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