+155.8%
HON vs AG
+76.0%
+79.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +1.4% | -10.0% | +11.4% | +2.1% |
| 30D | +7.5% | -10.5% | +18.0% | +8.2% |
| 3M | -4.3% | -27.3% | +22.9% | -2.6% |
| 6M | -1.5% | -43.0% | +41.4% | +1.5% |
| YTD | +10.5% | -17.9% | +28.4% | +10.7% |
| 1Y | +8.5% | +11.9% | -3.4% | +6.6% |
| 3Y | +28.0% | +201.8% | -173.8% | +15.6% |
| 5Y | +12.0% | -0.1% | +12.1% | +5.7% |
| All | +155.8% | +76.0% | +79.8% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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