+719.0%
HON vs AG
+445.6%
+273.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.1% |
| 7D | -3.6% | +1.0% | -4.6% | -3.7% |
| 30D | -15.3% | +19.2% | -34.4% | -16.6% |
| 3M | -7.9% | +6.2% | -14.0% | -8.8% |
| 6M | -18.1% | -26.7% | +8.6% | -16.6% |
| YTD | +3.8% | +26.1% | -22.3% | +0.4% |
| 1Y | +0.5% | +131.7% | -131.2% | -8.2% |
| 3Y | +19.8% | +255.3% | -235.6% | +2.6% |
| 5Y | +2.9% | +61.9% | -59.0% | -8.1% |
| 10Y | +134.6% | +72.0% | +62.6% | +93.1% |
| All | +719.0% | +445.6% | +273.4% | +327.7% |
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