+151.8%
HYG vs HON
+607.0%
-455.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.1% |
| 30D | -0.6% | -11.9% | +11.3% | +2.3% |
| 3M | +0.4% | -6.1% | +6.5% | +1.4% |
| 6M | +1.2% | -19.2% | +20.4% | +5.7% |
| YTD | +1.5% | +0.2% | +1.3% | +0.5% |
| 1Y | +3.2% | -1.5% | +4.7% | +2.4% |
| 3Y | +25.9% | +17.9% | +8.0% | +18.3% |
| 5Y | +18.6% | +1.9% | +16.6% | +14.5% |
| 10Y | +55.8% | +135.2% | -79.4% | +18.4% |
| All | +151.8% | +607.0% | -455.2% | +31.8% |
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