+144.9%
PM vs HON
+32.3%
+112.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -6.6% | +1.9% | -8.5% | -6.7% |
| 30D | -3.4% | +9.9% | -13.3% | -3.9% |
| 3M | +5.3% | -5.8% | +11.1% | +5.8% |
| 6M | +15.5% | +3.0% | +12.6% | +15.0% |
| YTD | +24.3% | +13.1% | +11.2% | +23.0% |
| 1Y | +29.7% | +13.2% | +16.5% | +28.4% |
| 3Y | +144.9% | +30.8% | +114.1% | +127.6% |
| All | +144.9% | +32.3% | +112.6% | +127.6% |
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