+81.0%
F vs HON
+167.2%
-86.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | -2.6% |
| 7D | -0.6% | +2.3% | -3.0% | -2.7% |
| 30D | +2.9% | +10.2% | -7.4% | -5.1% |
| 3M | -9.5% | -6.7% | -2.8% | -5.2% |
| 6M | +4.0% | +3.3% | +0.7% | -1.2% |
| YTD | -1.3% | +13.4% | -14.7% | -14.0% |
| 1Y | -1.9% | +14.7% | -16.7% | -15.5% |
| 3Y | +53.5% | +33.4% | +20.1% | +12.9% |
| 5Y | -15.1% | +12.7% | -27.9% | -27.7% |
| 10Y | +81.0% | +164.1% | -83.1% | -24.4% |
| All | +81.0% | +167.2% | -86.3% | -24.4% |
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