+5,256.1%
MS vs HON
+2,787.1%
+2,469.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -2.0% |
| 7D | -1.6% | +0.8% | -2.3% | -2.1% |
| 30D | -3.8% | +5.7% | -9.5% | -7.6% |
| 3M | -14.6% | -8.3% | -6.3% | -9.7% |
| 6M | -5.1% | -2.4% | -2.6% | -5.4% |
| YTD | +4.5% | +9.0% | -4.5% | -4.5% |
| 1Y | +13.5% | +9.2% | +4.3% | +3.4% |
| 3Y | +160.4% | +26.3% | +134.1% | +108.7% |
| 5Y | +112.9% | +9.1% | +103.7% | +87.9% |
| 10Y | +633.4% | +163.4% | +470.0% | +253.9% |
| All | +5,256.1% | +2,787.1% | +2,469.0% | +585.0% |
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