+156.2%
HON vs PWR
+1,857.9%
-1,701.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +3.6% | +19.1% | -15.5% | -2.4% |
| 30D | +7.8% | -12.0% | +19.8% | +11.2% |
| 3M | -4.8% | -10.6% | +5.8% | -2.7% |
| 6M | -1.7% | -20.8% | +19.1% | +3.6% |
| YTD | +10.7% | +43.7% | -33.0% | -7.5% |
| 1Y | +7.8% | +35.0% | -27.2% | -8.2% |
| 3Y | +28.1% | +249.4% | -221.3% | -31.5% |
| 5Y | +12.2% | +422.1% | -409.9% | -52.8% |
| All | +156.2% | +1,857.9% | -1,701.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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