+297.6%
HON vs ALM
+3,525.2%
-3,227.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.4% | -7.2% | +6.8% | -0.3% |
| 30D | +8.6% | -26.4% | +34.9% | +8.7% |
| 3M | -0.8% | -38.6% | +37.8% | -0.6% |
| 6M | -0.1% | -61.0% | +60.9% | +0.3% |
| YTD | +12.8% | -7.4% | +20.1% | +12.7% |
| 1Y | +10.4% | +14.0% | -3.5% | +10.3% |
| 3Y | +30.5% | +844.4% | -814.0% | +29.0% |
| 5Y | +15.0% | +410.8% | -395.8% | +13.8% |
| 10Y | +160.5% | +2,084.7% | -1,924.2% | +155.6% |
| All | +297.6% | +3,525.2% | -3,227.6% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling