+138.4%
HON vs RF
+334.9%
-196.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -0.8% | +2.7% | -3.5% | -1.9% |
| 30D | -15.2% | -3.4% | -11.8% | -14.1% |
| 3M | -6.0% | +6.4% | -12.3% | -8.3% |
| 6M | -14.9% | +13.4% | -28.3% | -19.2% |
| YTD | +3.2% | +14.2% | -11.1% | -2.7% |
| 1Y | 0.0% | +15.7% | -15.7% | -6.4% |
| 3Y | +21.5% | +91.3% | -69.9% | -9.2% |
| 5Y | +4.0% | +89.8% | -85.7% | -24.9% |
| 10Y | +138.4% | +336.7% | -198.3% | +21.8% |
| All | +138.4% | +334.9% | -196.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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