+132.3%
HON vs PSX
+386.4%
-254.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.5% | +1.7% | -5.2% | -4.0% |
| 30D | -13.8% | +15.6% | -29.4% | -17.8% |
| 3M | -11.7% | +46.5% | -58.1% | -22.5% |
| 6M | -18.7% | +55.0% | -73.7% | -30.7% |
| YTD | +0.2% | +105.3% | -105.0% | -22.8% |
| 1Y | -3.1% | +101.6% | -104.7% | -25.1% |
| 3Y | +17.0% | +134.1% | -117.2% | -17.0% |
| 5Y | +2.0% | +368.7% | -366.7% | -47.7% |
| All | +132.3% | +386.4% | -254.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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