+5,634.3%
HON vs APD
+6,115.6%
-481.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.4% |
| 7D | -3.6% | -2.2% | -1.4% | -2.6% |
| 30D | -15.3% | +2.1% | -17.4% | -16.3% |
| 3M | -7.9% | +7.2% | -15.1% | -11.6% |
| 6M | -18.1% | +11.2% | -29.3% | -23.1% |
| YTD | +3.8% | +24.4% | -20.6% | -8.2% |
| 1Y | +0.5% | +6.7% | -6.2% | -4.9% |
| 3Y | +19.8% | +9.2% | +10.5% | +8.3% |
| 5Y | +2.9% | +27.4% | -24.4% | -15.3% |
| 10Y | +134.6% | +164.8% | -30.2% | +29.2% |
| All | +5,634.3% | +6,115.6% | -481.3% | +649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling