+142.2%
HON vs AR
+42.9%
+99.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.6% |
| 30D | -15.2% | +12.6% | -27.8% | -16.3% |
| 3M | -6.0% | +10.0% | -16.0% | -7.1% |
| 6M | -14.9% | +0.6% | -15.5% | -15.4% |
| YTD | +3.2% | +13.4% | -10.3% | +1.0% |
| 1Y | 0.0% | +21.7% | -21.7% | -3.1% |
| 3Y | +21.5% | +45.8% | -24.3% | +13.3% |
| 5Y | +4.0% | +144.3% | -140.2% | -11.2% |
| All | +142.2% | +42.9% | +99.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling