+7.6%
HON vs S
-56.8%
+64.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | -3.6% | -7.7% | +4.1% | -3.0% |
| 30D | -15.3% | -5.3% | -9.9% | -15.0% |
| 3M | -7.9% | +20.3% | -28.2% | -9.4% |
| 6M | -18.1% | +47.4% | -65.4% | -21.0% |
| YTD | +3.8% | +32.5% | -28.7% | +0.8% |
| 1Y | +0.5% | +9.5% | -9.0% | -1.1% |
| 3Y | +19.8% | +15.5% | +4.2% | +15.8% |
| 5Y | +2.9% | -71.2% | +74.1% | +1.9% |
| All | +7.6% | -56.8% | +64.3% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling