+84.1%
F vs HON
+136.6%
-52.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -2.7% |
| 7D | -4.9% | -0.6% | -4.3% | -4.4% |
| 30D | -2.9% | -15.4% | +12.5% | +10.3% |
| 3M | -9.1% | -9.1% | +0.1% | -3.8% |
| 6M | +12.9% | -17.1% | +30.0% | +28.5% |
| YTD | +6.1% | +1.5% | +4.6% | +1.6% |
| 1Y | +22.5% | -1.3% | +23.8% | +19.0% |
| 3Y | +32.1% | +19.5% | +12.5% | +6.8% |
| 5Y | +43.7% | +3.1% | +40.7% | +32.4% |
| 10Y | +84.1% | +138.4% | -54.2% | -5.2% |
| All | +84.1% | +136.6% | -52.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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