+191.7%
HON vs Z
+4.8%
+186.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.4% |
| 7D | +1.9% | -6.5% | +8.3% | +2.7% |
| 30D | +9.9% | -0.1% | +10.0% | +9.7% |
| 3M | -5.8% | -14.1% | +8.4% | -4.5% |
| 6M | +3.0% | -30.1% | +33.0% | +6.8% |
| YTD | +13.1% | -57.5% | +70.6% | +24.3% |
| 1Y | +13.2% | -60.3% | +73.5% | +25.3% |
| 3Y | +30.8% | -21.0% | +51.8% | +29.0% |
| 5Y | +13.0% | -54.9% | +67.9% | +15.8% |
| 10Y | +161.3% | -16.0% | +177.3% | +116.4% |
| All | +191.7% | +4.8% | +186.9% | +130.5% |
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