+160.5%
HON vs ALB
+35.3%
+125.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | -0.4% | +1.1% | -1.4% | -0.6% |
| 30D | +8.6% | -2.6% | +11.2% | +8.9% |
| 3M | -0.8% | -25.6% | +24.8% | +4.5% |
| 6M | -0.1% | -54.0% | +53.9% | +15.2% |
| YTD | +12.8% | -31.6% | +44.3% | +17.9% |
| 1Y | +10.4% | -6.6% | +17.0% | +7.7% |
| 3Y | +30.5% | -14.0% | +44.5% | +19.1% |
| 5Y | +15.0% | -62.5% | +77.5% | +23.6% |
| 10Y | +160.5% | +36.3% | +124.2% | +67.6% |
| All | +160.5% | +35.3% | +125.2% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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