+5,634.3%
HON vs AME
+18,709.1%
-13,074.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | -3.6% | +0.6% | -4.2% | -3.9% |
| 30D | -15.3% | -6.7% | -8.6% | -12.5% |
| 3M | -7.9% | +4.1% | -12.0% | -9.6% |
| 6M | -18.1% | +1.6% | -19.6% | -18.8% |
| YTD | +3.8% | +16.1% | -12.3% | -3.3% |
| 1Y | +0.5% | +27.3% | -26.8% | -10.5% |
| 3Y | +19.8% | +50.9% | -31.1% | -2.6% |
| 5Y | +2.9% | +81.4% | -78.5% | -23.3% |
| 10Y | +134.6% | +417.0% | -282.3% | +11.4% |
| All | +5,634.3% | +18,709.1% | -13,074.8% | +739.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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