+18.5%
HON vs UL
+21.6%
-3.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -0.6% | -3.2% | +2.7% | 0.0% |
| 30D | -15.4% | -0.6% | -14.8% | -15.3% |
| 3M | -9.1% | +9.4% | -18.6% | -10.8% |
| 6M | -17.1% | -4.1% | -12.9% | -16.6% |
| YTD | +1.5% | -2.0% | +3.5% | +1.6% |
| 1Y | -1.3% | -9.0% | +7.7% | 0.0% |
| All | +18.5% | +21.6% | -3.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling