+15.0%
HON vs ALB
-61.7%
+76.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -0.4% | +1.1% | -1.4% | -0.5% |
| 30D | +8.6% | -2.6% | +11.2% | +8.8% |
| 3M | -0.8% | -25.6% | +24.8% | +2.7% |
| 6M | -0.1% | -54.0% | +53.9% | +9.8% |
| YTD | +12.8% | -31.6% | +44.3% | +16.1% |
| 1Y | +10.4% | -6.6% | +17.0% | +8.6% |
| 3Y | +30.5% | -14.0% | +44.5% | +21.8% |
| 5Y | +15.0% | -62.5% | +77.5% | +17.8% |
| All | +15.0% | -61.7% | +76.7% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling