+266.2%
HON vs ALM
+7,705.7%
-7,439.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -3.6% | -2.6% | -1.0% | -3.6% |
| 30D | -15.3% | +32.0% | -47.3% | -15.4% |
| 3M | -7.9% | -15.0% | +7.1% | -7.9% |
| 6M | -18.1% | -10.1% | -7.9% | -18.1% |
| YTD | +3.8% | +99.4% | -95.6% | +3.4% |
| 1Y | +0.5% | +316.4% | -315.9% | -0.2% |
| 3Y | +19.8% | +2,022.0% | -2,002.2% | +17.9% |
| 5Y | +2.9% | +941.2% | -938.3% | +1.5% |
| 10Y | +134.6% | +2,950.3% | -2,815.7% | +129.7% |
| All | +266.2% | +7,705.7% | -7,439.6% | +249.8% |
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