+16.2%
HON vs USAR
-20.3%
+36.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.8% |
| 7D | +3.6% | +8.8% | -5.2% | +3.4% |
| 30D | +7.8% | -28.5% | +36.3% | +8.2% |
| 3M | -4.8% | -56.2% | +51.4% | -3.9% |
| 6M | -1.7% | -68.4% | +66.7% | -0.6% |
| YTD | +10.7% | -32.2% | +42.9% | +11.9% |
| 1Y | +7.8% | -52.3% | +60.1% | +8.7% |
| 3Y | +28.1% | -21.2% | +49.3% | +32.0% |
| All | +16.2% | -20.3% | +36.4% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling