+4.7%
HON vs Z
-65.5%
+70.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | 0.0% |
| 7D | -0.8% | -3.3% | +2.4% | -0.5% |
| 30D | -15.2% | -3.7% | -11.4% | -15.0% |
| 3M | -6.0% | -7.0% | +1.0% | -5.6% |
| 6M | -14.9% | -29.5% | +14.6% | -12.0% |
| YTD | +3.2% | -52.6% | +55.7% | +11.2% |
| 1Y | 0.0% | -64.0% | +64.0% | +11.2% |
| 3Y | +21.5% | -36.4% | +57.9% | +23.9% |
| All | +4.7% | -65.5% | +70.3% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling