+53.5%
F vs HON
+33.3%
+20.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | -1.5% |
| 7D | -0.6% | +2.3% | -3.0% | -2.0% |
| 30D | +2.9% | +10.2% | -7.4% | -2.5% |
| 3M | -9.5% | -6.7% | -2.8% | -6.3% |
| 6M | +4.0% | +3.3% | +0.7% | +0.6% |
| YTD | -1.3% | +13.4% | -14.7% | -10.7% |
| 1Y | -1.9% | +14.7% | -16.7% | -12.0% |
| 3Y | +53.5% | +33.4% | +20.1% | +20.9% |
| All | +53.5% | +33.3% | +20.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling