+132.1%
HON vs AA
+123.1%
+9.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.4% | -0.4% |
| 7D | -2.6% | -5.4% | +2.8% | -1.6% |
| 30D | -11.9% | -10.7% | -1.2% | -10.2% |
| 3M | -6.1% | -26.2% | +20.1% | -1.2% |
| 6M | -19.2% | -20.9% | +1.7% | -16.8% |
| YTD | +0.2% | -8.6% | +8.8% | -0.3% |
| 1Y | -1.5% | +57.4% | -58.9% | -12.6% |
| 3Y | +17.9% | +77.8% | -59.9% | -3.3% |
| 5Y | +1.9% | +2.7% | -0.7% | -13.6% |
| All | +132.1% | +123.1% | +9.0% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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