+52.7%
HON vs ALC
+21.6%
+31.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | -0.8% | -3.7% | +2.8% | +0.6% |
| 30D | -15.2% | -3.7% | -11.4% | -14.1% |
| 3M | -6.0% | +4.6% | -10.5% | -8.0% |
| 6M | -14.9% | -14.6% | -0.3% | -10.4% |
| YTD | +3.2% | -11.9% | +15.0% | +7.1% |
| 1Y | 0.0% | -13.1% | +13.2% | +4.2% |
| 3Y | +21.5% | -15.0% | +36.5% | +24.2% |
| 5Y | +4.0% | -16.2% | +20.2% | +5.2% |
| All | +52.7% | +21.6% | +31.1% | +12.4% |
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