+2,562.9%
IBM vs HON
+6,070.4%
-3,507.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.0% |
| 30D | +9.2% | +7.5% | +1.7% | +6.4% |
| 3M | +4.9% | -4.3% | +9.3% | +6.3% |
| 6M | +16.8% | -1.5% | +18.3% | +16.5% |
| YTD | -14.3% | +10.5% | -24.8% | -18.1% |
| 1Y | -16.7% | +8.5% | -25.3% | -20.0% |
| 3Y | +82.2% | +28.0% | +54.2% | +64.0% |
| 5Y | +149.9% | +12.0% | +137.9% | +133.4% |
| 10Y | +142.6% | +155.4% | -12.8% | +71.4% |
| All | +2,562.9% | +6,070.4% | -3,507.5% | +677.8% |
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