+559.0%
HON vs ACM
+252.7%
+306.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.9% | +6.6% | -4.8% | -0.6% |
| 30D | +9.9% | +19.8% | -9.9% | +2.4% |
| 3M | -5.8% | -3.1% | -2.6% | -5.3% |
| 6M | +3.0% | -11.5% | +14.5% | +6.4% |
| YTD | +13.1% | -24.7% | +37.7% | +23.4% |
| 1Y | +13.2% | -45.1% | +58.2% | +39.4% |
| 3Y | +30.8% | -8.9% | +39.7% | +29.7% |
| 5Y | +13.0% | +5.4% | +7.6% | +4.6% |
| 10Y | +161.3% | +131.1% | +30.2% | +68.7% |
| All | +559.0% | +252.7% | +306.3% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling