+67.5%
FERG vs HON
+1.7%
+65.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | -1.0% | -2.6% | +1.6% | +0.5% |
| 30D | -11.8% | -11.9% | +0.1% | -5.4% |
| 3M | -1.2% | -6.1% | +4.9% | +1.4% |
| 6M | -2.3% | -19.2% | +16.9% | +9.2% |
| YTD | +0.8% | +0.2% | +0.6% | -0.9% |
| 1Y | +0.5% | -1.5% | +2.0% | -0.5% |
| 3Y | +51.4% | +17.9% | +33.4% | +29.4% |
| 5Y | +67.5% | +1.9% | +65.6% | +52.6% |
| All | +67.5% | +1.7% | +65.8% | +52.6% |
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