+6,005.0%
HON vs ADM
+1,630.9%
+4,374.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.0% |
| 7D | +1.4% | +4.2% | -2.8% | 0.0% |
| 30D | +7.5% | -12.8% | +20.3% | +12.3% |
| 3M | -4.3% | -8.5% | +4.1% | -2.0% |
| 6M | -1.5% | -10.9% | +9.4% | +1.2% |
| YTD | +10.5% | +29.4% | -18.9% | -0.6% |
| 1Y | +8.5% | +27.5% | -19.0% | -2.0% |
| 3Y | +28.0% | +10.3% | +17.7% | +17.2% |
| 5Y | +12.0% | +27.4% | -15.3% | -4.1% |
| 10Y | +155.4% | +134.6% | +20.8% | +75.0% |
| All | +6,005.0% | +1,630.9% | +4,374.1% | +2,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling