+0.5%
HON vs ADSK
-31.6%
+32.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.2% | +0.9% |
| 7D | -3.6% | -16.4% | +12.8% | -3.6% |
| 30D | -15.3% | -9.2% | -6.0% | -15.1% |
| 3M | -7.9% | -6.7% | -1.2% | -7.9% |
| 6M | -18.1% | -15.5% | -2.5% | -17.9% |
| YTD | +3.8% | -26.4% | +30.2% | +4.6% |
| 1Y | +0.5% | -31.9% | +32.4% | +2.6% |
| All | +0.5% | -31.6% | +32.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling