+138.4%
HON vs RACE
+783.2%
-644.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -0.6% | -2.6% | +2.1% | +0.3% |
| 30D | -15.4% | -1.1% | -14.3% | -15.2% |
| 3M | -9.1% | +12.5% | -21.7% | -13.1% |
| 6M | -17.1% | +17.4% | -34.5% | -22.1% |
| YTD | +1.5% | +10.1% | -8.6% | -3.0% |
| 1Y | -1.3% | -15.1% | +13.8% | +2.6% |
| 3Y | +19.5% | +38.9% | -19.4% | -0.7% |
| 5Y | +3.1% | +90.7% | -87.6% | -26.5% |
| 10Y | +138.4% | +801.8% | -663.5% | +8.7% |
| All | +138.4% | +783.2% | -644.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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