+2.7%
HON vs ADVB
-88.8%
+91.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.6% |
| 7D | -0.8% | -14.0% | +13.2% | -0.7% |
| 30D | -15.2% | +41.0% | -56.1% | -15.5% |
| 3M | -6.0% | +127.9% | -133.9% | -7.4% |
| 6M | -14.9% | +101.3% | -116.2% | -16.6% |
| YTD | +3.2% | +53.8% | -50.6% | +1.6% |
| 1Y | 0.0% | +4.4% | -4.4% | -1.1% |
| All | +2.7% | -88.8% | +91.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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