+0.5%
HON vs APD
+6.0%
-5.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.4% |
| 30D | -15.3% | +2.1% | -17.4% | -15.5% |
| 3M | -7.9% | +7.2% | -15.1% | -8.7% |
| 6M | -18.1% | +11.2% | -29.3% | -19.3% |
| YTD | +3.8% | +24.4% | -20.6% | +0.3% |
| 1Y | +0.5% | +6.7% | -6.2% | +2.4% |
| All | +0.5% | +6.0% | -5.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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