+243.8%
HON vs ALLE
+327.3%
-83.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +5.7% | +25.3% | -19.6% | -5.8% |
| 3M | -8.3% | +10.3% | -18.6% | -13.1% |
| 6M | -2.4% | +38.0% | -40.5% | -17.6% |
| YTD | +9.0% | +17.8% | -8.8% | -1.2% |
| 1Y | +9.2% | +13.6% | -4.4% | +0.7% |
| 3Y | +26.3% | +89.2% | -62.9% | -13.3% |
| 5Y | +9.1% | +51.1% | -41.9% | -17.5% |
| 10Y | +163.4% | +228.1% | -64.7% | +32.1% |
| All | +243.8% | +327.3% | -83.5% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling