+9.3%
HON vs RACE
+65.0%
-55.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.4% |
| 7D | +0.8% | +5.1% | -4.3% | -0.5% |
| 30D | +5.7% | +7.7% | -2.0% | +3.7% |
| 3M | -8.3% | +2.2% | -10.5% | -9.0% |
| 6M | -2.4% | +23.8% | -26.2% | -8.3% |
| YTD | +9.0% | +13.9% | -4.9% | +4.2% |
| 1Y | +9.2% | +3.8% | +5.4% | +6.9% |
| 3Y | +26.3% | +28.0% | -1.7% | +11.1% |
| All | +9.3% | +65.0% | -55.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling