+160.5%
HON vs URA
+277.9%
-117.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.6% |
| 7D | -0.4% | +2.9% | -3.2% | -1.0% |
| 30D | +8.6% | -10.8% | +19.4% | +11.1% |
| 3M | -0.8% | -25.5% | +24.7% | +5.3% |
| 6M | -0.1% | -41.2% | +41.1% | +11.1% |
| YTD | +12.8% | -21.3% | +34.0% | +16.2% |
| 1Y | +10.4% | -25.7% | +36.1% | +14.9% |
| 3Y | +30.5% | +43.1% | -12.6% | +10.4% |
| 5Y | +15.0% | +35.6% | -20.6% | -4.8% |
| 10Y | +160.5% | +281.3% | -120.8% | +33.2% |
| All | +160.5% | +277.9% | -117.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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