+4.0%
HON vs ACM
+4.8%
-0.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -15.2% | -12.9% | -2.2% | -11.2% |
| 3M | -6.0% | -6.4% | +0.4% | -4.2% |
| 6M | -14.9% | -29.2% | +14.3% | -4.3% |
| YTD | +3.2% | -29.9% | +33.1% | +15.5% |
| 1Y | 0.0% | -47.3% | +47.3% | +25.5% |
| 3Y | +21.5% | -19.6% | +41.1% | +23.7% |
| 5Y | +4.0% | +5.5% | -1.5% | -7.2% |
| All | +4.0% | +4.8% | -0.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling