+20.3%
ARM vs HON
+14.2%
+6.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +3.6% |
| 7D | -5.3% | +2.3% | -7.7% | -6.5% |
| 30D | -30.0% | +10.2% | -40.3% | -34.6% |
| 3M | -34.1% | -6.7% | -27.4% | -30.7% |
| 6M | -12.6% | +3.3% | -16.0% | -15.3% |
| YTD | +70.4% | +13.4% | +57.0% | +72.0% |
| All | +20.3% | +14.2% | +6.1% | +21.8% |
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