+16.9%
HON vs PL
+46.6%
-29.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.5% | -10.4% | +3.2% |
| 7D | +2.3% | +10.9% | -8.5% | +1.6% |
| 30D | +10.2% | -16.4% | +26.6% | +11.1% |
| 3M | -6.7% | -39.9% | +33.2% | -4.2% |
| 6M | +3.3% | -63.2% | +66.5% | +8.5% |
| YTD | +13.4% | -27.1% | +40.6% | +12.8% |
| 1Y | +14.7% | +12.2% | +2.5% | +10.2% |
| 3Y | +33.4% | +584.3% | -550.9% | +5.6% |
| 5Y | +12.7% | +37.0% | -24.3% | -5.6% |
| All | +16.9% | +46.6% | -29.8% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling