+6,164.8%
HON vs APD
+6,318.0%
-153.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.0% |
| 7D | +2.3% | -1.6% | +3.9% | +3.2% |
| 30D | +10.2% | +10.6% | -0.4% | +4.9% |
| 3M | -6.7% | +2.5% | -9.2% | -8.0% |
| 6M | +3.3% | +6.0% | -2.6% | -0.4% |
| YTD | +13.4% | +28.4% | -15.0% | -1.4% |
| 1Y | +14.7% | +22.2% | -7.4% | +1.8% |
| 3Y | +33.4% | +26.6% | +6.9% | +12.7% |
| 5Y | +12.7% | +11.8% | +1.0% | -0.7% |
| 10Y | +164.1% | +187.8% | -23.6% | +39.4% |
| All | +6,164.8% | +6,318.0% | -153.3% | +705.5% |
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