+211.3%
HON vs ARES
+1,196.0%
-984.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | -3.6% | -1.7% | -1.9% | -3.2% |
| 30D | -15.3% | +0.3% | -15.5% | -15.5% |
| 3M | -7.9% | +8.5% | -16.4% | -10.4% |
| 6M | -18.1% | +23.5% | -41.5% | -23.6% |
| YTD | +3.8% | -11.2% | +15.1% | +5.3% |
| 1Y | +0.5% | -19.3% | +19.8% | +4.1% |
| 3Y | +19.8% | +48.7% | -28.9% | +0.3% |
| 5Y | +2.9% | +106.5% | -103.6% | -24.3% |
| 10Y | +134.6% | +1,055.3% | -920.7% | +15.2% |
| All | +211.3% | +1,196.0% | -984.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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