+132.3%
HON vs USFR
+28.1%
+104.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -13.8% | +0.4% | -14.1% | -13.8% |
| 3M | -11.7% | +1.0% | -12.7% | -11.8% |
| 6M | -18.7% | +2.0% | -20.7% | -18.9% |
| YTD | +0.2% | +2.8% | -2.5% | -0.2% |
| 1Y | -3.1% | +4.1% | -7.1% | -3.7% |
| 3Y | +17.0% | +14.1% | +2.8% | +13.5% |
| 5Y | +2.0% | +20.6% | -18.6% | -3.2% |
| All | +132.3% | +28.1% | +104.2% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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