+8.7%
HON vs REPL
+145.6%
-136.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -1.8% |
| 7D | +3.6% | +9.8% | -6.2% | +3.5% |
| 30D | +7.8% | +81.5% | -73.7% | +7.5% |
| 3M | -4.8% | +44.2% | -49.0% | -5.0% |
| 6M | -1.7% | +437.4% | -439.1% | -2.3% |
| YTD | +10.7% | +126.1% | -115.4% | +7.0% |
| All | +8.7% | +145.6% | -136.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling