+241.3%
HON vs AR
-27.2%
+268.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -3.6% | +2.5% | -6.1% | -3.9% |
| 30D | -15.3% | +14.8% | -30.1% | -16.5% |
| 3M | -7.9% | +6.2% | -14.1% | -8.7% |
| 6M | -18.1% | +4.3% | -22.3% | -18.8% |
| YTD | +3.8% | +14.4% | -10.5% | +1.6% |
| 1Y | +0.5% | +21.3% | -20.8% | -2.6% |
| 3Y | +19.8% | +39.8% | -20.0% | +12.4% |
| 5Y | +2.9% | +142.1% | -139.2% | -11.8% |
| 10Y | +134.6% | +52.0% | +82.6% | +75.6% |
| All | +241.3% | -27.2% | +268.5% | +172.6% |
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 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