+53.9%
F vs HON
+3.2%
+50.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | +5.3% | -3.6% | +8.9% | +8.1% |
| 30D | +4.6% | -15.3% | +19.9% | +17.5% |
| 3M | -3.7% | -7.9% | +4.2% | +0.3% |
| 6M | +16.8% | -18.1% | +34.9% | +33.4% |
| YTD | +15.3% | +3.8% | +11.5% | +8.1% |
| 1Y | +31.0% | +0.5% | +30.5% | +25.1% |
| 3Y | +45.4% | +19.8% | +25.7% | +15.0% |
| All | +53.9% | +3.2% | +50.7% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling