+120.6%
IBM vs HON
+2.6%
+118.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.0% |
| 7D | +3.6% | -0.6% | +4.1% | +3.7% |
| 30D | +1.5% | -15.4% | +16.9% | +8.0% |
| 3M | -12.9% | -9.1% | -3.8% | -10.7% |
| 6M | -3.9% | -17.1% | +13.2% | +2.5% |
| YTD | -17.3% | +1.5% | -18.9% | -19.2% |
| 1Y | -5.0% | -1.3% | -3.7% | -6.3% |
| 3Y | +78.2% | +19.5% | +58.7% | +61.8% |
| 5Y | +120.6% | +3.1% | +117.6% | +106.3% |
| All | +120.6% | +2.6% | +118.0% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling