+132.3%
HON vs ALM
+2,589.2%
-2,456.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.3% |
| 7D | -3.5% | -11.8% | +8.4% | -3.1% |
| 30D | -13.8% | +7.8% | -21.5% | -14.0% |
| 3M | -11.7% | -9.3% | -2.4% | -11.7% |
| 6M | -18.7% | -30.5% | +11.7% | -18.4% |
| YTD | +0.2% | +75.8% | -75.6% | -1.7% |
| 1Y | -3.1% | +241.2% | -244.2% | -6.5% |
| 3Y | +17.0% | +1,872.6% | -1,855.6% | +7.4% |
| 5Y | +2.0% | +849.6% | -847.5% | -5.5% |
| All | +132.3% | +2,589.2% | -2,456.9% | +109.2% |
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