+138.4%
HON vs URA
+369.2%
-230.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | -0.6% | +5.7% | -6.3% | -1.8% |
| 30D | -15.4% | +5.6% | -21.0% | -16.6% |
| 3M | -9.1% | +6.2% | -15.3% | -10.7% |
| 6M | -17.1% | -8.2% | -8.8% | -16.3% |
| YTD | +1.5% | +9.7% | -8.2% | -2.4% |
| 1Y | -1.3% | +17.0% | -18.3% | -7.7% |
| 3Y | +19.5% | +118.5% | -98.9% | -8.0% |
| 5Y | +3.1% | +134.3% | -131.3% | -26.3% |
| 10Y | +138.4% | +377.5% | -239.1% | +15.1% |
| All | +138.4% | +369.2% | -230.9% | +15.1% |
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