-1.3%
HON vs APD
+5.1%
-6.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -0.6% | -4.6% | +4.0% | 0.0% |
| 30D | -15.4% | -4.2% | -11.2% | -15.0% |
| 3M | -9.1% | +5.0% | -14.1% | -9.7% |
| 6M | -17.1% | +8.9% | -26.0% | -18.2% |
| YTD | +1.5% | +21.9% | -20.4% | -1.7% |
| 1Y | -1.3% | +5.6% | -6.9% | +0.6% |
| All | -1.3% | +5.1% | -6.5% | +0.6% |
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