+351.3%
FERG vs HON
+136.9%
+214.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -3.5% | +0.9% | -1.5% |
| 30D | -8.9% | -13.8% | +4.9% | -4.6% |
| 3M | -2.0% | -11.7% | +9.6% | +1.6% |
| 6M | -3.2% | -18.7% | +15.5% | +2.8% |
| YTD | +1.5% | +0.2% | +1.3% | +1.3% |
| 1Y | +0.5% | -3.1% | +3.5% | +1.2% |
| 3Y | +50.4% | +17.0% | +33.4% | +43.3% |
| 5Y | +68.7% | +2.0% | +66.7% | +63.8% |
| All | +351.3% | +136.9% | +214.4% | +292.9% |
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 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