+6,005.0%
HON vs ADP
+12,480.3%
-6,475.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | +1.4% | +2.2% | -0.8% | +0.3% |
| 30D | +7.5% | +10.6% | -3.1% | +2.1% |
| 3M | -4.3% | +12.9% | -17.3% | -10.4% |
| 6M | -1.5% | +50.6% | -52.2% | -21.1% |
| YTD | +10.5% | +23.2% | -12.6% | -3.2% |
| 1Y | +8.5% | +25.3% | -16.7% | -5.8% |
| 3Y | +28.0% | +47.1% | -19.1% | +1.8% |
| 5Y | +12.0% | +50.1% | -38.0% | -13.1% |
| 10Y | +155.4% | +323.6% | -168.3% | +15.5% |
| All | +6,005.0% | +12,480.3% | -6,475.3% | +582.6% |
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