+1.5%
HON vs AGI
+400.3%
-398.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.5% | -2.7% | -0.7% | -3.2% |
| 30D | -13.8% | +7.2% | -21.0% | -14.5% |
| 3M | -11.7% | +4.3% | -15.9% | -12.4% |
| 6M | -18.7% | -27.1% | +8.4% | -16.8% |
| YTD | +0.2% | -6.6% | +6.8% | 0.0% |
| 1Y | -3.1% | +9.5% | -12.6% | -5.1% |
| 3Y | +17.0% | +208.4% | -191.5% | +0.1% |
| All | +1.5% | +400.3% | -398.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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