+5,596.8%
HON vs UL
+2,632.7%
+2,964.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -15.2% | +0.9% | -16.1% | -15.5% |
| 3M | -6.0% | +14.2% | -20.2% | -11.3% |
| 6M | -14.9% | -3.2% | -11.7% | -14.5% |
| YTD | +3.2% | -0.3% | +3.5% | +2.3% |
| 1Y | 0.0% | -8.8% | +8.8% | +2.5% |
| 3Y | +21.5% | +23.9% | -2.4% | +8.6% |
| 5Y | +4.0% | +21.4% | -17.3% | -8.0% |
| 10Y | +138.4% | +66.7% | +71.7% | +79.8% |
| All | +5,596.8% | +2,632.7% | +2,964.1% | +1,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling