+132.3%
HON vs UMC
+1,863.6%
-1,731.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -3.5% | +9.0% | -12.5% | -4.7% |
| 30D | -13.8% | +17.2% | -31.0% | -15.9% |
| 3M | -11.7% | +11.4% | -23.1% | -14.4% |
| 6M | -18.7% | +137.5% | -156.2% | -30.5% |
| YTD | +0.2% | +193.1% | -192.9% | -18.1% |
| 1Y | -3.1% | +240.3% | -243.4% | -23.0% |
| 3Y | +17.0% | +262.2% | -245.2% | -9.4% |
| 5Y | +2.0% | +143.1% | -141.1% | -17.8% |
| All | +132.3% | +1,863.6% | -1,731.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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