+763.1%
PM vs HON
+515.5%
+247.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.3% |
| 7D | -4.9% | -3.6% | -1.3% | -3.5% |
| 30D | -3.4% | -15.3% | +11.9% | +2.9% |
| 3M | +5.2% | -7.9% | +13.1% | +7.6% |
| 6M | +3.7% | -18.1% | +21.8% | +10.8% |
| YTD | +15.8% | +3.8% | +11.9% | +12.1% |
| 1Y | +17.4% | +0.5% | +16.9% | +14.8% |
| 3Y | +116.9% | +19.8% | +97.2% | +92.4% |
| 5Y | +117.3% | +2.9% | +114.4% | +102.9% |
| 10Y | +193.8% | +134.6% | +59.1% | +87.6% |
| All | +763.1% | +515.5% | +247.7% | +227.2% |
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