-3.9%
HON vs ZYBT
-58.9%
+55.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -3.5% | -3.7% | +0.3% | -3.5% |
| 30D | -13.8% | 0.0% | -13.8% | -13.8% |
| 3M | -11.7% | +72.2% | -83.9% | -12.3% |
| 6M | -18.7% | +103.1% | -121.9% | -19.6% |
| YTD | +0.2% | +34.8% | -34.5% | -0.5% |
| 1Y | -3.1% | -83.2% | +80.1% | -2.0% |
| All | -3.9% | -58.9% | +55.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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