+132.1%
HON vs ATI
+1,155.5%
-1,023.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.5% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | -11.9% | -13.5% | +1.6% | -8.8% |
| 3M | -6.1% | +8.5% | -14.6% | -8.3% |
| 6M | -19.2% | +25.2% | -44.4% | -24.0% |
| YTD | +0.2% | +73.4% | -73.3% | -12.9% |
| 1Y | -1.5% | +160.5% | -162.0% | -22.5% |
| 3Y | +17.9% | +347.3% | -329.3% | -21.8% |
| 5Y | +1.9% | +1,049.0% | -1,047.0% | -48.2% |
| All | +132.1% | +1,155.5% | -1,023.4% | +1.2% |
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