+124.3%
PM vs HON
+22.0%
+102.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -2.6% | -15.2% | +12.6% | -1.3% |
| 3M | +5.8% | -6.0% | +11.8% | +6.0% |
| 6M | +10.6% | -14.9% | +25.5% | +11.8% |
| YTD | +17.2% | +3.2% | +14.0% | +16.4% |
| 1Y | +17.6% | 0.0% | +17.6% | +17.2% |
| 3Y | +124.3% | +21.5% | +102.8% | +105.0% |
| All | +124.3% | +22.0% | +102.3% | +105.0% |
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 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