+138.4%
HON vs PR
+101.2%
+37.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -15.2% | +17.4% | -32.5% | -16.2% |
| 3M | -6.0% | +21.8% | -27.7% | -7.4% |
| 6M | -14.9% | +27.6% | -42.5% | -16.7% |
| YTD | +3.2% | +71.4% | -68.3% | -1.3% |
| 1Y | 0.0% | +78.3% | -78.3% | -4.7% |
| 3Y | +21.5% | +85.5% | -64.0% | +14.5% |
| 5Y | +4.0% | +422.7% | -418.6% | -10.0% |
| 10Y | +138.4% | +87.1% | +51.2% | +112.0% |
| All | +138.4% | +101.2% | +37.2% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling