+677.7%
HPE vs HON
+186.5%
+491.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.2% |
| 7D | +10.1% | -0.8% | +11.0% | +10.7% |
| 30D | +5.3% | -15.2% | +20.4% | +18.7% |
| 3M | +12.7% | -6.0% | +18.7% | +16.1% |
| 6M | +167.7% | -14.9% | +182.6% | +195.8% |
| YTD | +135.5% | +3.2% | +132.3% | +123.9% |
| 1Y | +143.4% | 0.0% | +143.4% | +135.4% |
| 3Y | +249.2% | +21.5% | +227.7% | +182.2% |
| 5Y | +343.8% | +4.0% | +339.8% | +301.5% |
| 10Y | +495.9% | +138.4% | +357.5% | +163.3% |
| All | +677.7% | +186.5% | +491.2% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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