-3.1%
HON vs AS
-23.7%
+20.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | -3.5% | -4.9% | +1.5% | -2.3% |
| 30D | -13.8% | -15.0% | +1.3% | -10.6% |
| 3M | -11.7% | -21.2% | +9.5% | -6.9% |
| 6M | -18.7% | -16.0% | -2.8% | -15.5% |
| YTD | +0.2% | -24.8% | +25.1% | +5.1% |
| 1Y | -3.1% | -24.1% | +21.0% | +4.4% |
| All | -3.1% | -23.7% | +20.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling