+66.9%
HON vs ALC
+27.5%
+39.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | -0.4% | -6.3% | +5.9% | +2.1% |
| 30D | +8.6% | +12.6% | -4.0% | +3.6% |
| 3M | -0.8% | -3.8% | +3.1% | +0.4% |
| 6M | -0.1% | +16.8% | -16.9% | -6.7% |
| YTD | +12.8% | -7.6% | +20.4% | +14.7% |
| 1Y | +10.4% | -5.9% | +16.3% | +11.3% |
| 3Y | +30.5% | +0.6% | +29.9% | +23.7% |
| 5Y | +15.0% | -9.5% | +24.4% | +12.3% |
| All | +66.9% | +27.5% | +39.4% | +20.4% |
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