+2,072.5%
FTNT vs HON
+136.9%
+1,935.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -0.1% | -3.5% | +3.3% | +1.6% |
| 30D | -3.0% | -13.8% | +10.8% | +4.6% |
| 3M | +7.6% | -11.7% | +19.3% | +13.5% |
| 6M | +87.0% | -18.7% | +105.7% | +104.6% |
| YTD | +96.5% | +0.2% | +96.3% | +90.4% |
| 1Y | +92.9% | -3.1% | +96.0% | +89.6% |
| 3Y | +139.8% | +17.0% | +122.9% | +108.4% |
| 5Y | +151.3% | +2.0% | +149.3% | +134.3% |
| All | +2,072.5% | +136.9% | +1,935.5% | +1,196.5% |
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