+18.5%
HON vs APD
+6.4%
+12.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -0.6% | -4.6% | +4.0% | +0.6% |
| 30D | -15.4% | -4.2% | -11.2% | -14.5% |
| 3M | -9.1% | +5.0% | -14.1% | -10.5% |
| 6M | -17.1% | +8.9% | -26.0% | -19.3% |
| YTD | +1.5% | +21.9% | -20.4% | -4.6% |
| 1Y | -1.3% | +5.6% | -6.9% | -3.3% |
| All | +18.5% | +6.4% | +12.0% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling