+7.8%
HON vs ALM
+7.9%
-0.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.3% |
| 7D | +3.6% | -4.0% | +7.6% | +3.9% |
| 30D | +7.8% | -30.5% | +38.3% | +11.0% |
| 3M | -4.8% | -46.9% | +42.1% | -0.4% |
| 6M | -1.7% | -65.5% | +63.8% | +5.6% |
| YTD | +10.7% | -13.4% | +24.1% | +13.0% |
| 1Y | +7.8% | +9.8% | -2.0% | +7.2% |
| All | +7.8% | +7.9% | -0.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling