+6,005.0%
HON vs APA
+942.5%
+5,062.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.4% |
| 7D | +1.4% | +8.5% | -7.1% | -0.2% |
| 30D | +7.5% | +2.8% | +4.7% | +6.6% |
| 3M | -4.3% | +21.7% | -26.1% | -8.5% |
| 6M | -1.5% | +32.6% | -34.2% | -8.2% |
| YTD | +10.5% | +103.7% | -93.2% | -6.8% |
| 1Y | +8.5% | +101.8% | -93.3% | -8.5% |
| 3Y | +28.0% | +48.1% | -20.0% | +10.6% |
| 5Y | +12.0% | +91.9% | -79.9% | -12.9% |
| 10Y | +155.4% | +8.4% | +147.0% | +77.8% |
| All | +6,005.0% | +942.5% | +5,062.5% | +2,923.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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