+140.7%
HON vs PR
+169.5%
-28.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | -3.6% | +2.9% | -6.5% | -3.8% |
| 30D | -15.3% | +18.0% | -33.3% | -16.3% |
| 3M | -7.9% | +16.9% | -24.8% | -9.1% |
| 6M | -18.1% | +28.2% | -46.3% | -19.8% |
| YTD | +3.8% | +69.3% | -65.5% | -0.5% |
| 1Y | +0.5% | +69.5% | -69.0% | -3.8% |
| 3Y | +19.8% | +81.7% | -61.9% | +13.2% |
| 5Y | +2.9% | +422.2% | -419.3% | -10.8% |
| 10Y | +134.6% | +110.4% | +24.3% | +110.3% |
| All | +140.7% | +169.5% | -28.8% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling