-34.7%
UPS vs HON
+1.1%
-35.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -3.5% | +1.5% | -0.3% |
| 30D | -2.0% | -13.8% | +11.8% | +5.3% |
| 3M | -6.2% | -11.7% | +5.4% | -1.1% |
| 6M | +2.8% | -18.7% | +21.5% | +12.7% |
| YTD | +5.9% | +0.2% | +5.7% | +3.8% |
| 1Y | +26.2% | -3.1% | +29.3% | +25.5% |
| 3Y | -26.0% | +17.0% | -43.0% | -35.7% |
| All | -34.7% | +1.1% | -35.8% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling