+155.8%
HON vs ATI
+961.4%
-805.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.8% |
| 7D | +1.4% | +4.2% | -2.7% | +0.4% |
| 30D | +7.5% | -2.5% | +10.0% | +7.7% |
| 3M | -4.3% | -19.4% | +15.1% | +0.1% |
| 6M | -1.5% | +11.1% | -12.6% | -5.1% |
| YTD | +10.5% | +59.5% | -49.0% | -2.7% |
| 1Y | +8.5% | +85.8% | -77.2% | -7.9% |
| 3Y | +28.0% | +311.9% | -283.9% | -14.2% |
| 5Y | +12.0% | +963.2% | -951.2% | -42.8% |
| All | +155.8% | +961.4% | -805.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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