+5,634.3%
HON vs RF
+1,537.4%
+4,096.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -3.6% | +1.3% | -4.9% | -3.9% |
| 30D | -15.3% | -3.6% | -11.7% | -14.4% |
| 3M | -7.9% | +8.1% | -16.0% | -9.9% |
| 6M | -18.1% | +11.5% | -29.5% | -20.5% |
| YTD | +3.8% | +15.6% | -11.7% | -0.4% |
| 1Y | +0.5% | +15.7% | -15.2% | -3.8% |
| 3Y | +19.8% | +86.9% | -67.1% | -0.5% |
| 5Y | +2.9% | +89.8% | -86.9% | -16.4% |
| 10Y | +134.6% | +344.7% | -210.0% | +48.1% |
| All | +5,634.3% | +1,537.4% | +4,096.9% | +1,812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling