+20.4%
HON vs ABCL
-80.4%
+100.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | -0.4% | -2.7% | +2.3% | -0.2% |
| 30D | +8.6% | -5.4% | +14.0% | +8.7% |
| 3M | -0.8% | +22.4% | -23.2% | -2.2% |
| 6M | -0.1% | +127.6% | -127.7% | -5.5% |
| YTD | +12.8% | +249.4% | -236.7% | +3.7% |
| 1Y | +10.4% | +198.0% | -187.6% | +2.3% |
| 3Y | +30.5% | +195.8% | -165.3% | +17.9% |
| 5Y | +15.0% | -20.6% | +35.6% | +5.7% |
| All | +20.4% | -80.4% | +100.8% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling