+160.5%
HON vs FAST
+541.5%
-381.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.8% |
| 7D | -0.4% | +4.3% | -4.6% | -2.2% |
| 30D | +8.6% | +8.3% | +0.3% | +4.7% |
| 3M | -0.8% | +6.5% | -7.3% | -3.7% |
| 6M | -0.1% | +29.5% | -29.6% | -11.5% |
| YTD | +12.8% | +41.3% | -28.5% | -4.6% |
| 1Y | +10.4% | +37.4% | -27.0% | -5.4% |
| 3Y | +30.5% | +98.5% | -68.1% | -8.1% |
| 5Y | +15.0% | +111.1% | -96.1% | -22.6% |
| 10Y | +160.5% | +548.6% | -388.1% | +13.5% |
| All | +160.5% | +541.5% | -381.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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