+11,024.8%
JPM vs HON
+5,657.9%
+5,367.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.1% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | -1.1% | -15.2% | +14.0% | +8.0% |
| 3M | +14.1% | -6.0% | +20.1% | +16.8% |
| 6M | +23.3% | -14.9% | +38.2% | +32.7% |
| YTD | +11.3% | +3.2% | +8.1% | +7.3% |
| 1Y | +23.0% | 0.0% | +23.0% | +20.1% |
| 3Y | +162.6% | +21.5% | +141.1% | +126.6% |
| 5Y | +152.8% | +4.0% | +148.7% | +136.3% |
| 10Y | +583.6% | +138.4% | +445.3% | +314.4% |
| All | +11,024.8% | +5,657.9% | +5,367.0% | +1,754.8% |
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