+4.0%
HON vs APD
+26.2%
-22.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | -15.2% | -1.9% | -13.3% | -14.7% |
| 3M | -6.0% | +8.2% | -14.2% | -9.0% |
| 6M | -14.9% | +10.7% | -25.6% | -18.6% |
| YTD | +3.2% | +22.9% | -19.8% | -5.4% |
| 1Y | 0.0% | +5.8% | -5.8% | -3.1% |
| 3Y | +21.5% | +7.8% | +13.7% | +15.0% |
| 5Y | +4.0% | +26.1% | -22.1% | -12.1% |
| All | +4.0% | +26.2% | -22.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling