+5,634.3%
HON vs ADP
+11,097.1%
-5,462.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +2.0% |
| 7D | -3.6% | -3.4% | -0.2% | -1.9% |
| 30D | -15.3% | +2.8% | -18.1% | -16.6% |
| 3M | -7.9% | +20.9% | -28.8% | -17.1% |
| 6M | -18.1% | +29.9% | -47.9% | -29.6% |
| YTD | +3.8% | +9.6% | -5.8% | -3.3% |
| 1Y | +0.5% | -5.3% | +5.8% | +0.6% |
| 3Y | +19.8% | +16.5% | +3.3% | +7.2% |
| 5Y | +2.9% | +49.4% | -46.5% | -19.9% |
| 10Y | +134.6% | +282.2% | -147.6% | +12.1% |
| All | +5,634.3% | +11,097.1% | -5,462.8% | +582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling