+156.3%
HON vs WM
+339.4%
-183.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.1% |
| 30D | +5.7% | +13.1% | -7.3% | -1.5% |
| 3M | -8.3% | +3.6% | -11.9% | -10.5% |
| 6M | -2.4% | +8.1% | -10.5% | -7.8% |
| YTD | +9.0% | +8.9% | +0.1% | +1.7% |
| 1Y | +9.2% | +20.3% | -11.1% | -4.4% |
| 3Y | +26.3% | +46.2% | -19.8% | -4.8% |
| 5Y | +9.1% | +59.9% | -50.8% | -24.3% |
| All | +156.3% | +339.4% | -183.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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