+239.4%
HON vs W
+217.9%
+21.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -0.4% | -7.4% | +7.0% | +0.3% |
| 30D | +8.6% | +7.8% | +0.8% | +7.7% |
| 3M | -0.8% | +10.9% | -11.7% | -1.9% |
| 6M | -0.1% | +86.4% | -86.5% | -6.5% |
| YTD | +12.8% | +14.0% | -1.2% | +9.5% |
| 1Y | +10.4% | +3.5% | +6.9% | +8.0% |
| 3Y | +30.5% | +164.8% | -134.3% | +12.0% |
| 5Y | +15.0% | -53.1% | +68.1% | +7.4% |
| 10Y | +160.5% | +220.4% | -59.9% | +79.2% |
| All | +239.4% | +217.9% | +21.6% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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