+4.0%
HON vs REPL
-53.9%
+57.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -0.8% | -5.7% | +4.9% | -0.7% |
| 30D | -15.2% | +22.5% | -37.6% | -15.5% |
| 3M | -6.0% | +64.7% | -70.6% | -7.5% |
| 6M | -14.9% | +83.0% | -97.9% | -17.9% |
| YTD | +3.2% | +52.0% | -48.8% | -0.1% |
| 1Y | 0.0% | +144.5% | -144.5% | -5.5% |
| 3Y | +21.5% | -25.1% | +46.5% | +14.2% |
| 5Y | +4.0% | -52.9% | +56.9% | -4.0% |
| All | +4.0% | -53.9% | +57.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling