+1.5%
HON vs AUR
-35.1%
+36.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.5% | +1.4% | -4.9% | -3.5% |
| 30D | -13.8% | -6.4% | -7.4% | -13.5% |
| 3M | -11.7% | +7.7% | -19.4% | -12.4% |
| 6M | -18.7% | +44.5% | -63.2% | -21.0% |
| YTD | +0.2% | +67.4% | -67.2% | -3.6% |
| 1Y | -3.1% | +15.4% | -18.5% | -5.0% |
| 3Y | +17.0% | +94.8% | -77.9% | +6.5% |
| All | +1.5% | -35.1% | +36.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling