+5,634.3%
HON vs PH
+25,185.5%
-19,551.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -3.6% | -3.1% | -0.5% | -2.1% |
| 30D | -15.3% | -3.2% | -12.0% | -14.2% |
| 3M | -7.9% | +10.6% | -18.5% | -12.5% |
| 6M | -18.1% | -2.1% | -15.9% | -17.8% |
| YTD | +3.8% | +10.2% | -6.4% | -1.8% |
| 1Y | +0.5% | +28.2% | -27.7% | -12.1% |
| 3Y | +19.8% | +134.9% | -115.1% | -25.3% |
| 5Y | +2.9% | +253.6% | -250.7% | -48.9% |
| 10Y | +134.6% | +804.7% | -670.1% | -30.9% |
| All | +5,634.3% | +25,185.5% | -19,551.2% | +371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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