+1,335.0%
FERG vs HON
+690.5%
+644.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | -11.5% | -15.2% | +3.7% | -8.3% |
| 3M | +1.3% | -6.0% | +7.2% | +2.5% |
| 6M | -1.0% | -14.9% | +13.9% | +2.3% |
| YTD | +3.2% | +3.2% | +0.1% | +2.6% |
| 1Y | -3.0% | 0.0% | -3.0% | -3.0% |
| 3Y | +55.0% | +21.5% | +33.6% | +49.4% |
| 5Y | +72.6% | +4.0% | +68.6% | +69.0% |
| 10Y | +358.9% | +138.4% | +220.6% | +322.3% |
| All | +1,335.0% | +690.5% | +644.5% | +1,163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling