+983.5%
HON vs UMC
+292.9%
+690.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.5% |
| 7D | -0.6% | +13.6% | -14.2% | -3.5% |
| 30D | -15.4% | +20.8% | -36.1% | -19.2% |
| 3M | -9.1% | +16.1% | -25.3% | -14.2% |
| 6M | -17.1% | +137.3% | -154.4% | -34.7% |
| YTD | +1.5% | +193.8% | -192.2% | -25.2% |
| 1Y | -1.3% | +236.1% | -237.4% | -29.9% |
| 3Y | +19.5% | +267.1% | -247.6% | -18.5% |
| 5Y | +3.1% | +145.3% | -142.2% | -24.8% |
| 10Y | +138.4% | +1,857.3% | -1,719.0% | -7.4% |
| All | +983.5% | +292.9% | +690.6% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling