+772.0%
HON vs AG
+255.2%
+516.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +1.4% | -10.0% | +11.4% | +2.3% |
| 30D | +7.5% | -10.5% | +18.0% | +8.4% |
| 3M | -4.3% | -27.3% | +22.9% | -2.2% |
| 6M | -1.5% | -43.0% | +41.4% | +2.4% |
| YTD | +10.5% | -17.9% | +28.4% | +10.6% |
| 1Y | +8.5% | +11.9% | -3.4% | +5.6% |
| 3Y | +28.0% | +201.8% | -173.8% | +11.2% |
| 5Y | +12.0% | -0.1% | +12.1% | +4.0% |
| 10Y | +155.4% | +72.7% | +82.7% | +109.5% |
| All | +772.0% | +255.2% | +516.8% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling