+132.1%
HON vs APD
+168.7%
-36.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -2.6% | -3.5% | +0.8% | -1.0% |
| 30D | -11.9% | -5.1% | -6.8% | -9.8% |
| 3M | -6.1% | +6.9% | -12.9% | -9.6% |
| 6M | -19.2% | +8.1% | -27.3% | -22.9% |
| YTD | +0.2% | +21.2% | -21.1% | -10.1% |
| 1Y | -1.5% | +4.9% | -6.4% | -5.6% |
| 3Y | +17.9% | +6.3% | +11.6% | +8.8% |
| 5Y | +1.9% | +24.3% | -22.3% | -16.0% |
| All | +132.1% | +168.7% | -36.6% | +18.8% |
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