+67.3%
HON vs REPL
-9.7%
+77.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -0.6% | -9.6% | +9.0% | -0.2% |
| 30D | -15.4% | +5.7% | -21.1% | -15.6% |
| 3M | -9.1% | +56.4% | -65.5% | -12.0% |
| 6M | -17.1% | +67.4% | -84.5% | -22.7% |
| YTD | +1.5% | +48.7% | -47.1% | -5.1% |
| 1Y | -1.3% | +148.3% | -149.6% | -12.2% |
| 3Y | +19.5% | -26.7% | +46.2% | +3.2% |
| 5Y | +3.1% | -54.1% | +57.2% | -9.7% |
| All | +67.3% | -9.7% | +77.0% | +19.8% |
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