+1.9%
HON vs PSX
+357.6%
-355.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -2.6% | +1.5% | -4.1% | -2.9% |
| 30D | -11.9% | +15.8% | -27.7% | -14.1% |
| 3M | -6.1% | +43.0% | -49.1% | -12.1% |
| 6M | -19.2% | +61.1% | -80.3% | -26.7% |
| YTD | +0.2% | +104.5% | -104.4% | -14.0% |
| 1Y | -1.5% | +102.5% | -104.0% | -15.4% |
| 3Y | +17.9% | +133.5% | -115.5% | -4.2% |
| 5Y | +1.9% | +367.0% | -365.0% | -29.5% |
| All | +1.9% | +357.6% | -355.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling