+156.2%
HON vs ALLE
+208.6%
-52.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +3.6% | +1.6% | +2.0% | +2.8% |
| 30D | +7.8% | +24.1% | -16.3% | -3.6% |
| 3M | -4.8% | +14.8% | -19.6% | -11.6% |
| 6M | -1.7% | +45.9% | -47.6% | -19.5% |
| YTD | +10.7% | +20.7% | -10.1% | -1.1% |
| 1Y | +7.8% | +14.2% | -6.4% | -0.9% |
| 3Y | +28.1% | +90.7% | -62.6% | -13.4% |
| 5Y | +12.2% | +50.6% | -38.4% | -15.4% |
| All | +156.2% | +208.6% | -52.4% | +37.5% |
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