-15.1%
F vs HON
+13.8%
-28.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | -2.2% |
| 7D | -0.6% | +2.3% | -3.0% | -2.5% |
| 30D | +2.9% | +10.2% | -7.4% | -4.3% |
| 3M | -9.5% | -6.7% | -2.8% | -5.5% |
| 6M | +4.0% | +3.3% | +0.7% | -0.7% |
| YTD | -1.3% | +13.4% | -14.7% | -13.4% |
| 1Y | -1.9% | +14.7% | -16.7% | -14.9% |
| 3Y | +53.5% | +33.4% | +20.1% | +11.6% |
| 5Y | -15.1% | +12.7% | -27.9% | -30.4% |
| All | -15.1% | +13.8% | -28.9% | -30.4% |
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 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