+8.5%
HON vs AA
-0.3%
+8.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.4% |
| 30D | +7.5% | -0.6% | +8.1% | +7.5% |
| 3M | -4.3% | -19.7% | +15.3% | -2.6% |
| 6M | -1.5% | -41.6% | +40.0% | +3.7% |
| YTD | +10.5% | -24.6% | +35.2% | +13.9% |
| 1Y | +8.5% | +4.9% | +3.7% | +9.6% |
| All | +8.5% | -0.3% | +8.9% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling