+132.3%
HON vs AU
+699.0%
-566.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.5% | -4.3% | +0.8% | -3.2% |
| 30D | -13.8% | +7.3% | -21.1% | -14.2% |
| 3M | -11.7% | +26.3% | -38.0% | -13.0% |
| 6M | -18.7% | +1.8% | -20.5% | -19.2% |
| YTD | +0.2% | +26.8% | -26.6% | -1.5% |
| 1Y | -3.1% | +66.7% | -69.7% | -6.1% |
| 3Y | +17.0% | +579.1% | -562.1% | +5.4% |
| 5Y | +2.0% | +689.3% | -687.3% | -9.4% |
| All | +132.3% | +699.0% | -566.7% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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