+271.6%
HON vs AR
-30.5%
+302.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.3% |
| 7D | +1.9% | -5.8% | +7.6% | +2.5% |
| 30D | +9.9% | +4.8% | +5.0% | +9.2% |
| 3M | -5.8% | +1.5% | -7.3% | -6.1% |
| 6M | +3.0% | +4.7% | -1.7% | +2.0% |
| YTD | +13.1% | +9.2% | +3.9% | +11.0% |
| 1Y | +13.2% | +11.2% | +2.0% | +10.7% |
| 3Y | +30.8% | +46.2% | -15.4% | +22.0% |
| 5Y | +13.0% | +98.1% | -85.0% | -0.9% |
| 10Y | +161.3% | +54.5% | +106.8% | +95.1% |
| All | +271.6% | -30.5% | +302.1% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling