+596.2%
HON vs A
+539.8%
+56.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +3.6% | +0.7% | +2.8% | +3.4% |
| 30D | +7.8% | +0.8% | +7.0% | +7.5% |
| 3M | -4.8% | +16.9% | -21.7% | -9.5% |
| 6M | -1.7% | +53.8% | -55.4% | -14.6% |
| YTD | +10.7% | +28.1% | -17.4% | +1.2% |
| 1Y | +7.8% | +15.0% | -7.3% | +1.8% |
| 3Y | +28.1% | +63.1% | -35.0% | +6.3% |
| 5Y | +12.2% | +11.5% | +0.7% | +2.9% |
| 10Y | +155.7% | +303.2% | -147.5% | +57.9% |
| All | +596.2% | +539.8% | +56.4% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling