+167.9%
HON vs Z
+25.1%
+142.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -3.6% | -3.0% | -0.6% | -3.3% |
| 30D | -15.3% | -4.2% | -11.1% | -15.0% |
| 3M | -7.9% | -3.7% | -4.2% | -7.9% |
| 6M | -18.1% | -24.5% | +6.5% | -15.6% |
| YTD | +3.8% | -49.3% | +53.1% | +12.1% |
| 1Y | +0.5% | -58.7% | +59.2% | +11.1% |
| 3Y | +19.8% | -34.1% | +53.9% | +21.5% |
| 5Y | +2.9% | -64.5% | +67.5% | +8.4% |
| 10Y | +134.6% | -0.5% | +135.1% | +90.7% |
| All | +167.9% | +25.1% | +142.8% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling