+588.5%
HON vs ATI
+1,117.2%
-528.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -15.3% | +2.7% | -18.0% | -16.1% |
| 3M | -7.9% | +16.3% | -24.2% | -11.8% |
| 6M | -18.1% | +30.2% | -48.2% | -24.1% |
| YTD | +3.8% | +83.6% | -79.7% | -12.0% |
| 1Y | +0.5% | +173.0% | -172.5% | -23.5% |
| 3Y | +19.8% | +356.6% | -336.9% | -23.5% |
| 5Y | +2.9% | +1,074.2% | -1,071.3% | -50.5% |
| 10Y | +134.6% | +1,136.2% | -1,001.6% | -5.9% |
| All | +588.5% | +1,117.2% | -528.6% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling