+18.5%
HON vs USAR
+67.7%
-49.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | -0.6% | -4.4% | +3.9% | -0.5% |
| 30D | -15.4% | -10.4% | -5.0% | -15.3% |
| 3M | -9.1% | -18.4% | +9.2% | -9.0% |
| 6M | -17.1% | -8.8% | -8.2% | -17.0% |
| YTD | +1.5% | +43.4% | -41.8% | +1.7% |
| 1Y | -1.3% | +21.0% | -22.3% | -1.0% |
| All | +18.5% | +67.7% | -49.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 3y: compounded portfolio wealth divided by compounded USAR 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…
3y analysis · Full analysis span regression · 6 months rolling