+5,634.3%
HON vs AA
+295.2%
+5,339.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | -15.3% | +5.0% | -20.3% | -16.9% |
| 3M | -7.9% | -35.8% | +27.9% | +3.3% |
| 6M | -18.1% | -18.4% | +0.3% | -15.2% |
| YTD | +3.8% | -5.5% | +9.3% | +1.9% |
| 1Y | +0.5% | +61.0% | -60.5% | -16.7% |
| 3Y | +19.8% | +66.2% | -46.4% | -9.6% |
| 5Y | +2.9% | +11.4% | -8.5% | -22.2% |
| 10Y | +134.6% | +116.9% | +17.8% | +12.3% |
| All | +5,634.3% | +295.2% | +5,339.2% | +1,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling