+164.1%
HON vs USB
+94.3%
+69.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.5% | +2.9% |
| 7D | +2.3% | +0.8% | +1.6% | +2.0% |
| 30D | +10.2% | +6.8% | +3.5% | +7.0% |
| 3M | -6.7% | -3.8% | -2.9% | -5.2% |
| 6M | +3.3% | +11.7% | -8.4% | -2.4% |
| YTD | +13.4% | +17.5% | -4.0% | +4.4% |
| 1Y | +14.7% | +33.8% | -19.0% | -0.7% |
| 3Y | +33.4% | +104.2% | -70.8% | -8.2% |
| 5Y | +12.7% | +26.4% | -13.7% | -4.5% |
| 10Y | +164.1% | +89.2% | +74.9% | +70.9% |
| All | +164.1% | +94.3% | +69.9% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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