+21.5%
HON vs ADP
+13.9%
+7.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.2% |
| 7D | -0.8% | -5.5% | +4.6% | +0.5% |
| 30D | -15.2% | -1.2% | -13.9% | -15.0% |
| 3M | -6.0% | +17.9% | -23.8% | -10.4% |
| 6M | -14.9% | +20.3% | -35.2% | -19.2% |
| YTD | +3.2% | +5.8% | -2.7% | +4.0% |
| 1Y | 0.0% | -7.7% | +7.7% | +8.1% |
| 3Y | +21.5% | +14.7% | +6.8% | +23.2% |
| All | +21.5% | +13.9% | +7.6% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling