+376.5%
HON vs FANG
+1,412.9%
-1,036.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.5% | +2.9% | -6.3% | -4.0% |
| 30D | -13.8% | +2.6% | -16.4% | -14.2% |
| 3M | -11.7% | +7.6% | -19.3% | -13.2% |
| 6M | -18.7% | +17.3% | -36.0% | -21.9% |
| YTD | +0.2% | +38.7% | -38.4% | -6.8% |
| 1Y | -3.1% | +51.6% | -54.7% | -11.5% |
| 3Y | +17.0% | +50.0% | -33.0% | +5.2% |
| 5Y | +2.0% | +237.6% | -235.5% | -23.6% |
| 10Y | +135.4% | +180.7% | -45.3% | +53.3% |
| All | +376.5% | +1,412.9% | -1,036.3% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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