+132.3%
HON vs UL
+66.7%
+65.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.5% | -3.4% | -0.1% | -2.4% |
| 30D | -13.8% | +0.5% | -14.2% | -13.9% |
| 3M | -11.7% | +7.2% | -18.9% | -14.1% |
| 6M | -18.7% | -3.1% | -15.7% | -18.4% |
| YTD | +0.2% | -2.7% | +3.0% | +0.5% |
| 1Y | -3.1% | -10.2% | +7.2% | -0.3% |
| 3Y | +17.0% | +20.3% | -3.3% | +7.0% |
| 5Y | +2.0% | +19.9% | -17.9% | -8.0% |
| All | +132.3% | +66.7% | +65.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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