+156.2%
HON vs ALM
+1,942.8%
-1,786.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.6% |
| 7D | +3.6% | -4.0% | +7.6% | +3.7% |
| 30D | +7.8% | -30.5% | +38.3% | +8.9% |
| 3M | -4.8% | -46.9% | +42.1% | -3.1% |
| 6M | -1.7% | -65.5% | +63.8% | +0.9% |
| YTD | +10.7% | -13.4% | +24.1% | +10.8% |
| 1Y | +7.8% | +9.8% | -2.0% | +7.1% |
| 3Y | +28.1% | +783.1% | -755.0% | +20.4% |
| 5Y | +12.2% | +378.3% | -366.1% | +6.0% |
| All | +156.2% | +1,942.8% | -1,786.7% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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