+5,596.8%
HON vs WY
+676.8%
+4,920.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | -0.8% | -2.1% | +1.2% | +0.1% |
| 30D | -15.2% | -10.5% | -4.7% | -11.2% |
| 3M | -6.0% | -4.9% | -1.1% | -4.3% |
| 6M | -14.9% | -4.9% | -10.0% | -13.5% |
| YTD | +3.2% | -1.7% | +4.8% | +3.0% |
| 1Y | 0.0% | -9.4% | +9.4% | +3.2% |
| 3Y | +21.5% | -22.3% | +43.8% | +31.0% |
| 5Y | +4.0% | -20.5% | +24.6% | +9.1% |
| 10Y | +138.4% | +4.9% | +133.4% | +104.5% |
| All | +5,596.8% | +676.8% | +4,920.0% | +1,998.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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