+85.8%
HON vs REPL
+36.1%
+49.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | 0.0% |
| 7D | -0.4% | +5.3% | -5.6% | -0.6% |
| 30D | +8.6% | +66.6% | -58.1% | +6.5% |
| 3M | -0.8% | +59.6% | -60.3% | -2.6% |
| 6M | -0.1% | +482.4% | -482.4% | -9.2% |
| YTD | +12.8% | +124.1% | -111.3% | +3.8% |
| 1Y | +10.4% | +138.6% | -128.1% | +1.3% |
| 3Y | +30.5% | +96.0% | -65.6% | +5.1% |
| 5Y | +15.0% | -35.4% | +50.4% | 0.0% |
| All | +85.8% | +36.1% | +49.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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