+132.3%
HON vs Z
-2.5%
+134.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.4% |
| 7D | -3.5% | -6.0% | +2.6% | -2.7% |
| 30D | -13.8% | -2.3% | -11.5% | -13.7% |
| 3M | -11.7% | -0.6% | -11.1% | -12.1% |
| 6M | -18.7% | -27.6% | +8.9% | -15.9% |
| YTD | +0.2% | -52.4% | +52.6% | +9.1% |
| 1Y | -3.1% | -63.6% | +60.5% | +9.0% |
| 3Y | +17.0% | -36.4% | +53.4% | +19.1% |
| 5Y | +2.0% | -64.6% | +66.6% | +7.4% |
| All | +132.3% | -2.5% | +134.8% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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