+506.6%
APP vs HON
+12.1%
+494.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | +61.1% | +1.9% | +59.2% | +58.0% |
| 30D | +42.8% | +9.9% | +32.9% | +33.2% |
| 3M | +16.7% | -5.8% | +22.4% | +20.2% |
| 6M | -15.6% | +3.0% | -18.6% | -18.9% |
| YTD | -41.3% | +13.1% | -54.4% | -48.6% |
| 1Y | -39.3% | +13.2% | -52.4% | -47.1% |
| 3Y | +803.2% | +30.8% | +772.4% | +567.6% |
| 5Y | +313.2% | +13.0% | +300.1% | +211.7% |
| All | +506.6% | +12.1% | +494.6% | +353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling