+160.5%
HON vs ADP
+319.4%
-158.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | +8.6% | +11.9% | -3.3% | +2.3% |
| 3M | -0.8% | +13.7% | -14.5% | -7.6% |
| 6M | -0.1% | +46.8% | -46.9% | -19.8% |
| YTD | +12.8% | +21.8% | -9.0% | -0.6% |
| 1Y | +10.4% | +23.5% | -13.1% | -3.6% |
| 3Y | +30.5% | +44.1% | -13.6% | +3.4% |
| 5Y | +15.0% | +49.9% | -34.9% | -13.0% |
| 10Y | +160.5% | +318.8% | -158.3% | +19.8% |
| All | +160.5% | +319.4% | -158.9% | +19.8% |
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