+63.6%
HON vs ALC
+30.4%
+33.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.3% |
| 7D | +1.4% | -1.1% | +2.5% | +1.8% |
| 30D | +7.5% | +16.0% | -8.6% | +1.4% |
| 3M | -4.3% | +0.8% | -5.2% | -4.9% |
| 6M | -1.5% | +16.8% | -18.4% | -8.0% |
| YTD | +10.5% | -5.5% | +16.0% | +11.4% |
| 1Y | +8.5% | -5.3% | +13.8% | +9.2% |
| 3Y | +28.0% | +4.1% | +24.0% | +19.7% |
| 5Y | +12.0% | -7.1% | +19.1% | +8.2% |
| All | +63.6% | +30.4% | +33.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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