+160.5%
HON vs APD
+187.5%
-27.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -0.4% | -1.2% | +0.8% | +0.2% |
| 30D | +8.6% | +11.0% | -2.4% | +3.4% |
| 3M | -0.8% | +2.6% | -3.3% | -2.1% |
| 6M | -0.1% | +4.8% | -4.9% | -2.9% |
| YTD | +12.8% | +31.0% | -18.2% | -2.4% |
| 1Y | +10.4% | +23.4% | -13.0% | -2.0% |
| 3Y | +30.5% | +28.4% | +2.1% | +9.9% |
| 5Y | +15.0% | +15.2% | -0.2% | +0.2% |
| 10Y | +160.5% | +190.7% | -30.2% | +31.3% |
| All | +160.5% | +187.5% | -27.0% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling