+182.9%
HON vs QSR
+206.0%
-23.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -0.6% | -2.4% | +1.8% | +0.3% |
| 30D | -15.4% | +5.7% | -21.1% | -17.3% |
| 3M | -9.1% | +6.9% | -16.1% | -11.7% |
| 6M | -17.1% | +6.9% | -23.9% | -19.8% |
| YTD | +1.5% | +14.9% | -13.4% | -4.9% |
| 1Y | -1.3% | +29.1% | -30.4% | -12.0% |
| 3Y | +19.5% | +26.1% | -6.6% | +5.9% |
| 5Y | +3.1% | +42.3% | -39.2% | -14.1% |
| 10Y | +138.4% | +134.0% | +4.4% | +58.9% |
| All | +182.9% | +206.0% | -23.1% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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