+1.5%
HON vs AFL
+133.8%
-132.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.5% | -1.6% | -1.8% | -2.7% |
| 30D | -13.8% | -4.0% | -9.7% | -12.1% |
| 3M | -11.7% | -0.5% | -11.2% | -11.7% |
| 6M | -18.7% | +6.5% | -25.3% | -21.7% |
| YTD | +0.2% | +6.2% | -5.9% | -3.4% |
| 1Y | -3.1% | +8.3% | -11.3% | -7.7% |
| 3Y | +17.0% | +62.5% | -45.6% | -11.1% |
| All | +1.5% | +133.8% | -132.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling