+46.2%
MSFT vs HON
+27.8%
+18.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | -1.8% | +7.5% | -9.3% | -3.0% |
| 3M | +5.6% | -4.3% | +10.0% | +6.5% |
| 6M | +29.8% | -1.5% | +31.4% | +29.9% |
| YTD | +9.0% | +10.5% | -1.5% | +4.8% |
| 1Y | +4.9% | +8.5% | -3.6% | +1.5% |
| 3Y | +46.2% | +28.0% | +18.2% | +35.5% |
| All | +46.2% | +27.8% | +18.4% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling