+138.4%
HON vs ALLE
+148.2%
-9.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -0.8% | +2.8% | -3.6% | -2.2% |
| 30D | -15.2% | -7.6% | -7.5% | -11.8% |
| 3M | -6.0% | +22.8% | -28.7% | -15.6% |
| 6M | -14.9% | +4.6% | -19.5% | -17.5% |
| YTD | +3.2% | -1.2% | +4.4% | +2.4% |
| 1Y | 0.0% | -9.1% | +9.2% | +3.4% |
| 3Y | +21.5% | +50.0% | -28.5% | -6.8% |
| 5Y | +4.0% | +15.2% | -11.2% | -9.4% |
| 10Y | +138.4% | +151.1% | -12.7% | +38.1% |
| All | +138.4% | +148.2% | -9.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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