-39.1%
ARM vs HON
-11.3%
-27.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.8% | +3.3% |
| 7D | -15.2% | +0.8% | -16.0% | -14.3% |
| 30D | -40.7% | +5.7% | -46.4% | -41.6% |
| 3M | -39.1% | -8.3% | -30.8% | -35.5% |
| All | -39.1% | -11.3% | -27.7% | -35.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling