+132.3%
HON vs AG
+68.4%
+64.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | -3.5% | -6.7% | +3.3% | -3.0% |
| 30D | -13.8% | +2.2% | -15.9% | -14.0% |
| 3M | -11.7% | +15.7% | -27.4% | -12.8% |
| 6M | -18.7% | -23.8% | +5.1% | -17.9% |
| YTD | +0.2% | +17.6% | -17.4% | -1.8% |
| 1Y | -3.1% | +88.6% | -91.7% | -8.1% |
| 3Y | +17.0% | +253.4% | -236.5% | +4.5% |
| 5Y | +2.0% | +62.4% | -60.4% | -6.4% |
| All | +132.3% | +68.4% | +64.0% | +105.2% |
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