+7.0%
HON vs PL
+84.9%
-77.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.0% |
| 7D | -3.6% | -9.3% | +5.7% | -3.1% |
| 30D | -15.3% | -18.9% | +3.7% | -14.3% |
| 3M | -7.9% | -58.4% | +50.5% | -3.6% |
| 6M | -18.1% | -30.3% | +12.3% | -17.5% |
| YTD | +3.8% | -8.1% | +11.9% | +2.2% |
| 1Y | +0.5% | +180.5% | -180.0% | -9.9% |
| 3Y | +19.8% | +444.1% | -424.4% | -3.0% |
| 5Y | +2.9% | +83.0% | -80.1% | -15.7% |
| All | +7.0% | +84.9% | -77.9% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling