+4.0%
HON vs S
-72.3%
+76.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -0.8% | -5.8% | +5.0% | -0.3% |
| 30D | -15.2% | -9.2% | -6.0% | -14.6% |
| 3M | -6.0% | +23.4% | -29.3% | -7.9% |
| 6M | -14.9% | +36.9% | -51.8% | -17.7% |
| YTD | +3.2% | +29.5% | -26.4% | 0.0% |
| 1Y | 0.0% | +5.4% | -5.4% | -1.4% |
| 3Y | +21.5% | +14.7% | +6.8% | +16.9% |
| 5Y | +4.0% | -71.5% | +75.6% | +7.3% |
| All | +4.0% | -72.3% | +76.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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