+6,127.6%
HON vs APD
+6,445.2%
-317.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -0.4% | -1.2% | +0.8% | +0.3% |
| 30D | +8.6% | +11.0% | -2.4% | +3.1% |
| 3M | -0.8% | +2.6% | -3.3% | -2.2% |
| 6M | -0.1% | +4.8% | -4.9% | -3.1% |
| YTD | +12.8% | +31.0% | -18.2% | -2.9% |
| 1Y | +10.4% | +23.4% | -13.0% | -2.5% |
| 3Y | +30.5% | +28.4% | +2.1% | +9.4% |
| 5Y | +15.0% | +15.2% | -0.2% | -0.2% |
| 10Y | +160.5% | +190.7% | -30.2% | +36.8% |
| All | +6,127.6% | +6,445.2% | -317.6% | +693.0% |
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 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