-83.6%
FIG vs HON
+4.6%
-88.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | 0.0% |
| 7D | +2.6% | +3.6% | -1.0% | +2.2% |
| 30D | -13.1% | +7.8% | -20.8% | -12.6% |
| 3M | -20.3% | -4.8% | -15.6% | -20.5% |
| 6M | -2.1% | -1.7% | -0.4% | -1.0% |
| YTD | -49.4% | +10.7% | -60.1% | -50.3% |
| 1Y | -57.0% | +7.8% | -64.8% | -57.6% |
| All | -83.6% | +4.6% | -88.2% | -84.8% |
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