+902.3%
HON vs WPM
+5,972.6%
-5,070.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.8% | +7.0% | -7.9% | -1.7% |
| 30D | -15.2% | +15.7% | -30.9% | -16.9% |
| 3M | -6.0% | +35.2% | -41.2% | -9.8% |
| 6M | -14.9% | +6.1% | -21.0% | -16.1% |
| YTD | +3.2% | +32.6% | -29.4% | -1.4% |
| 1Y | 0.0% | +46.9% | -46.9% | -5.9% |
| 3Y | +21.5% | +276.3% | -254.8% | +0.6% |
| 5Y | +4.0% | +260.0% | -256.0% | -14.4% |
| 10Y | +138.4% | +508.5% | -370.2% | +76.1% |
| All | +902.3% | +5,972.6% | -5,070.3% | +405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WPM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling