+13.1%
HON vs PL
-0.6%
+13.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.3% | +2.1% |
| 7D | +4.2% | -11.7% | +15.9% | +4.4% |
| 30D | +6.7% | -27.1% | +33.8% | +7.2% |
| 3M | -7.9% | -44.6% | +36.7% | -7.0% |
| 6M | +4.8% | -67.2% | +72.0% | +7.1% |
| YTD | +13.2% | -35.9% | +49.0% | +15.7% |
| 1Y | +13.1% | -0.4% | +13.5% | +14.5% |
| All | +13.1% | -0.6% | +13.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling