+19.3%
ARM vs HON
+12.4%
+7.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -6.6% |
| 7D | -18.7% | +4.2% | -22.9% | -21.0% |
| 30D | -36.7% | +6.7% | -43.4% | -39.6% |
| 3M | -31.6% | -7.9% | -23.7% | -27.8% |
| 6M | -5.6% | +4.8% | -10.5% | -9.5% |
| YTD | +75.5% | +13.2% | +62.3% | +74.1% |
| 1Y | +19.3% | +13.1% | +6.3% | +18.9% |
| All | +19.3% | +12.4% | +7.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling