+15.0%
HON vs ADM
+24.7%
-9.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +8.6% | -11.8% | +20.4% | +11.1% |
| 3M | -0.8% | -11.3% | +10.5% | +1.2% |
| 6M | -0.1% | -10.0% | +9.9% | +1.2% |
| YTD | +12.8% | +25.9% | -13.1% | +5.1% |
| 1Y | +10.4% | +26.7% | -16.2% | +2.7% |
| 3Y | +30.5% | +8.1% | +22.3% | +22.7% |
| 5Y | +15.0% | +23.5% | -8.5% | -1.6% |
| All | +15.0% | +24.7% | -9.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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