+21.1%
HON vs ABCL
-79.5%
+100.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.2% | +3.8% |
| 7D | +2.3% | +12.4% | -10.1% | +1.7% |
| 30D | +10.2% | -0.4% | +10.6% | +10.1% |
| 3M | -6.7% | +80.4% | -87.1% | -10.1% |
| 6M | +3.3% | +138.5% | -135.2% | -2.5% |
| YTD | +13.4% | +265.5% | -252.1% | +4.1% |
| 1Y | +14.7% | +219.7% | -205.0% | +5.9% |
| 3Y | +33.4% | +209.4% | -176.0% | +20.3% |
| 5Y | +12.7% | -15.0% | +27.8% | +3.5% |
| All | +21.1% | -79.5% | +100.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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