+142.2%
HON vs ADP
+274.3%
-132.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +1.1% |
| 7D | -0.8% | -5.5% | +4.6% | +2.0% |
| 30D | -15.2% | -1.2% | -13.9% | -14.8% |
| 3M | -6.0% | +17.9% | -23.8% | -14.8% |
| 6M | -14.9% | +20.3% | -35.2% | -24.4% |
| YTD | +3.2% | +5.8% | -2.7% | -2.0% |
| 1Y | 0.0% | -7.7% | +7.7% | +2.7% |
| 3Y | +21.5% | +14.7% | +6.8% | +8.9% |
| 5Y | +4.0% | +45.8% | -41.7% | -20.8% |
| All | +142.2% | +274.3% | -132.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling